On Monday, June 24, 2013 3:51:17 PM UTC+1, Ray Vickson wrote: > 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: firstname.lastname@example.org 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.
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.