Date: Jun 24, 2013 10:51 AM
Author: RGVickson@shaw.ca
Subject: Re: Prob that event A occurs before B...

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: j@f.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.