On Sunday, June 23, 2013 12:22:33 AM UTC-7, JohnF wrote: > You're given that two independent events, A and B, will occur > > at some future times. You don't know when they'll occur, but > > you're given two pdf's for that, a(t),b(t),t>=0, with all > > the usual interpretation. What's the prob A occurs before B? > > -- > > John Forkosh ( mailto: email@example.com where j=john and f=forkosh )
I think you mis-understood what he said and meant; when he said times <= N, I think he meant that you can replace the continuous and unbounded t in a(t) and b(t) by some finite set t_1, r_2, ..., t_N and work with the discrete version of the problem. After doing that, you can pass to the continuous limit.