CdFromProbMassFunctions {RVCompare}

The dominance rate of X_A over X_B for discrete distributions, given the probability mass functions.

Description

Returns a real number in the interval [0,1] that represents the dominance rate of X_A over X_B.

Usage

CdFromProbMassFunctions(pMassA, pMassB)

Arguments

pMassA

The probability mass function where pMassA[[i]] is the probability of x_i, p_A(x_i).

pMassB

The probability mass function where pMassB[[i]] is the probability of x_i, p_B(x_i).

Value

Returns the dominance rate of X_A over X_B for discrete random variables.

Examples

CdFromProbMassFunctions(c(0.2,0.6,0.2), c(0.3,0.3,0.4))
# > 0.6
# Notice how adding additional mass with the same cumulative distribution in both
# random variables does not change the result.
CdFromProbMassFunctions(c(0.2,0.6,0.2,0.2,0.2)/1.4, c(0.3,0.3,0.4,0.2,0.2)/1.4)
# > 0.6