Derivation of conditional probabilties for a race

model
In a race, two processes compete against each other, and the winner of the
race determines the duration of the race. Suppose the competetors in the race
are called A and V, and the finishing times are distributed according to an
exponential distribution, with rates λA and λV respectively. Sometimes the
competetors do not start the race at the same time. The difference between
starting times is called the stimulus onset asynchrony (SOA), and is defined
as follows: τ = −50, means that the auditory process starts 50 ms earlier
the visual process.
Four cases have to be considered, which are determined by two facts: (1)
The winner of the race, (2) The process that starts the race.

A wins the race and A starts the race

The CDF P (T < t|A wins) can be derived by splitting the race into two
parts. In the first part, which occurs before the end of the SOA, only A is
racing. In the second part, process V enters the race. Also the equation
P (T < t|A wins) is rewritten as
P (T < t & A wins)
P (T < t|A wins) =
P (A wins)
The numerator of the fraction can be derived by looking at what happens in
both stages of the race:

P (T < t & A wins) = P (T < t & A wins|T < τ )P (T < τ )+

P (T < t & A wins|T > τ )P (T > τ )

where
P (T < τ ) = 1 − exp(−λA τ ),
P (T < t & A wins|T < τ ) = 1 − exp(−λA t),
because in the first part of the race only A is racing. Therefore both the prob-
ability that the race ends before a certain point in time, and the probability
that the race ends before τ are determined only by λA . Furthermore,

P (T > τ ) = exp(−λA τ ), and

λA
P (T < t & A wins|T > τ ) = (1 − exp(−(λA + λV ) t)),
λA + λV

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because from t = τ both processes determine the duration of the race.
The denominator of the fraction describing P (T < t|A wins) also consists
of two components, for each of the stages of the race:
λA
P (A wins) = (1 − exp(−λA τ )) + exp(−λA τ )
λA + λV
For times before the end of the SOA the race is only determined by process
A, therefore:

P (T < t|A wins, t < τ ) = 1 − exp(−λA t)

A plot of the resulting distribution is shown the first part of Figure 1,
1 1
where the following parameter values are used: λA = 300 , λV = 200 , τ = 100.
The plot shows an edge at t = τ . This is the moment from which the ’speed
of the race’ is not determined by just process A anymore.
The probability density function has also to be derived for both stages.
In the first stage, only A races, so the probability of the race to end equals:

P (T = t|A wins, t < τ ) = P (T = t|t < τ ) = λA exp(−λA t),

and the duration of the race after τ is independent of the winner:

P (T = t|A wins, t > τ ) = (λA + λV ) exp(−(λA + λV )(t − τ ))

A plot of this density is shown in the right part of Figure 1.

A wins the race while V starts the race

This situation is easier than the previous one: A just can’t win the race
before the SOA has ended. Therefore:
P (T < t & A wins|t > τ )
P (T < t|A wins) = P (t > τ ) =
P (A wins|t > τ )

(1 − exp(−(λA + λV ) (t − τ ))
Also for the PDF it is given that A can’t win the race before the end of
the SOA. After the SOA the duration of the race does not depend on the
winner, therefore:

P (T = t|A wins, t > τ ) = (λA + λV ) exp(−(λA + λV ) (t − τ ))

A plot of these functions are shown in Figure 2.

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x 10
0.8 9

0.7 8

7
0.6

6
0.5
CDF P(T<t|A wins)

PDF P(T=t|A wins)

5
0.4
4

0.3
3

0.2
2

0.1 1

0 0
0 100 200 300 400 500 0 100 200 300 400 500
Time Time

Figure 1: Plots of the CDF and PDF conditional on the fact that A wins
and starts the race.

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 −3
x 10
1 9

0.9 8

0.8
7

0.7
6
CDF P(T<t|A wins)

PDF P(T=t|A wins)

0.6
5
0.5
4
0.4

3
0.3

2
0.2

0.1 1

0 0
0 100 200 300 400 500 0 100 200 300 400 500
Time Time

Figure 2: Plots of the CDF and PDF conditional on the fact that A wins,
while V starts the race.