1. Nozer D. Singpurwalla is Professor of Statistics and Decision Sciences, Department of Statistics, George Washington University, Washington, DC 20052 . The author thanks Hakon Gjessing for his help regarding the distribution of killing times of an integrated geometric Brownian motion process. The detailed comments by two referees are gratefully acknowledged. This research was supported in part by U.S. Army Research Office grant W911NF-05-1-0209 and Office of Naval Research grant N00014-06-1-0037.