compare_dists {truelies}

Calculate probability that one posterior is larger than another

Description

Given two distributions with density functions \phi_1, \phi_2, this calculates:

\int_0^1 \int_0^{l_1}\phi_1(l_1) \phi_2(l_2) d l_2 d l_1,

the probability that the value of the first distribution is greater.

Usage

compare_dists(dist1, dist2)

Arguments

dist1

Density of distribution 1, as a one-argument function.

dist2

Density of distribution 2.

Value

A probability scalar.

Examples

d1 <- update_prior(30, 50, P = 0.5, prior = stats::dunif)
d2 <- update_prior(25, 40, P = 0.5, prior = stats::dunif)
compare_dists(d1, d2)