Computing beta inequalities

This package provides a Python and C++ library to compute Pr(X >= Y), where X and Y are beta distributions, exactly. It is based on the following reference.

[1] Cook, J. (2005) Exact calculation of beta inequalities. Technical report. UT MD Anderson Cancer Center Department of Biostatistics.

Dependencies

• Modern C++ compiler
• Boost
• Boost-Python

Compilation instructions

$ mkdir build
$ cd build
$ cmake ..
$ make

Usage instructions

$ ipython

In [1]: import beta_difference as bd

In [2]: bd.prob(10,10,10,10)
Out[2]: 0.5

In [3]: bd.prob(10,89,10,15)
Out[3]: 0.0003591730113861047