Suppose there are two independent events A
and B
. The probability that A
or B
happens is $P_A(t)$ and $P_B(t)$ respectively where $t$ represents the time duration. The probability increases as time duration increases. Both events can happen many times.
Assuming there is a time duration $0\rightarrow T$. What's the probability that event A
happens and then B
happens in time duration $0\rightarrow T$? In other words, what's the probability that we can find a event series $A,B$ in the duration $T$.