On Sunday, June 23, 2013 2:46:13 PM UTC+1, JohnF wrote: > JohnF <email@example.com> 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? > > >... And not sure what > > pepstein's talking about, ...
But I signed "Paul Epstein". Surely, one of the main points of a signature is that it indicates how others should refer to you.
I started by saying this: "Imagine that the number of times the event can occur is large but finite (N). Solve this case and translate to your continuous case"
Surely, it's excellent advice to translate a continuous problem into a discrete problem and then solve the discrete problem.
You solved the problem a different way to how I suggested but it seems a bit pointless to ask a forum for advice, get the advice, and then reply to the advice by saying that you don't know what others are talking about, without asking for clarification.