Someone who ran into my previous posts on random inequalities asked me how to compute random inequalities for folded normals. (A folded normal random variable is the absolute value of a normal random variable.) So the question is how to compute

Pr(|X| > |Y|)

where X and Y are normally distributed. Here’s my reply as a short tech report: Inequality probabilities for folded normal random variables.

**Previous posts in this series**:

Introduction

Analytical results

Numerical results

Cauchy distributions

Beta distributions

Gamma distributions

Three or more random variables