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Topic: Prob that event A occurs before B...
Replies: 9   Last Post: Jun 25, 2013 5:06 AM

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JohnF

Posts: 147
Registered: 5/27/08
Re: Prob that event A occurs before B...
Posted: Jun 25, 2013 5:06 AM
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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 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, 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 )



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