JohnF
Posts:
165
Registered:
5/27/08


Re: Prob that event A occurs before B...
Posted:
Jun 25, 2013 5:06 AM


pepstein5@gmail.com wrote: > Ray Vickson wrote: >> 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 >> >> I think you misunderstood 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, t_2, ..., t_N and work with >> the discrete version of the problem. After doing that, >> you can pass to the continuous limit. >> Ray Vickson > > This is correct about what I meant. Also, the OP's most recent > posting does a good job of explaining what was unclear about > my initial response. The "event" was indeed an ambiguous expression. > I meant "the event that B occurs at a time when A hasn't occurred." > > I said "Then the probability that you require is > p(a(t) = 1 and b(t) < 1) + p(a(t) = 2 and b(t) < 2) ...." > By "event" I meant the event to which the above probability applies. > Paul Epstein
Thanks for the clarifications,  John Forkosh ( mailto: j@f.com where j=john and f=forkosh )

