Suppose I have two random variables:
Control = BetaDistribution[24,141] Var = BetaDistribution[30,151]
I can sample from this easy enough with
RandomVariate[Var, 10] and calculate the probability that one of the distributions is greater than a constant, e.g.
Probability[x <= .2, x \[Distributed] Var].
But how do I calculate $P(Var>Control)$. Many thanks!