beta_ineq_sim: Calculate Pr(X > Y + delta) where X and Y are independent...

Description Usage Arguments Value Examples

Description

Calculate Pr(X > Y + delta) where X and Y are independent Beta random variables using Monte Carlo method.

Usage

1
beta_ineq_sim(a, b, c, d, delta = 0, sims = 10000)

Arguments

a

Parameter one of beta density for X

b

Parameter two of beta density for X

c

Parameter one of beta density for Y

d

Parameter two of beta density for Y

delta

The difference we wish to assess (i.e. X - Y > delta)

sims

The number of Monte Carlo variates to generate for estimation

Value

The value of the integral

Examples

1
beta_ineq_sim(5, 5, 3, 7)

jatotterdell/optimum documentation built on May 29, 2019, 1:24 p.m.