Given two random variables X and Y, this application calculates P(X > Y + δ)
and produces graphs of the densities of the two random variables. The supported
distribution families are
- Inverse Gamma
- Log normal
What's New in Version 18.104.22.168
- Added capability to change the graph legend for the X and Y Distributions
- Several minor bug fixes
- Windows 7
(other Windows versions may be compatible but this has not been tested)
- Administrative permissions may be required to install Inequality Calculator depending
on the chosen installation location.
- The following packages will be installed if they are not present:
- Microsoft .NET Framework 4
- Microsoft Visual C++ 2013 x86 runtime redistributable library
- Microsoft Windows Installer 4.5
- To view the the
Inequality Calculator user's guide a PDF file viewer (not included with the
software) such as Adobe Reader (available for free
here) must be installed.
- To follow the "Send feed back via email" link in the Help -> About
window, an email client such as Microsoft Outlook (not included with the software)
must be installed.
See also this
short video demonstration.
For more information, see the
Inequality Calculator user's guide included with the download distribution.
This software is included as a utility inside
Predictive Probabilities, and
J. Kyle Wathen and Hoang Q. Nguyen developed the original user interface using
Microsoft's C# .
John Cook implemented the numerical
algorithms using Visual C++. Technical reports are available for numerical algorithms
 and analytical results  related to the Inequality Calculator.
 John D. Cook Numerical
Computation of Stochastic Inequality Probabilities (2003) Technical report
 John D. Cook
Exact calculation of beta inequalities (2005). Technical Report UTMDABTR-005-05