A probability method is developed to decide when to initiate cancer screening for asymptomatic individuals. The probability of incidence is a function of screening sensitivity, time duration in the disease-free state and sojourn time in the preclinical state; and it is monotonically increasing as time increases, given a person's current age. So a unique solution of the first screening time can be found by limiting this probability to a small value, such as 10% or 20%. That is, with 90% or 80% probability, one will not be a clinical incident case before the first exam. After this age is found, we can further estimate the lead time distribution and probability of over-diagnosis if one would be diagnosed with cancer at the first exam. Simulations were carried out under different scenarios; and the method was applied to two heavy smoker cohorts in the National Lung Screening Trial using low-dose computerized tomography. The method is applicable to other kinds of cancer screening. The predictive information can be used by physicians or individuals at risk to make informed decisions on when to initiate screening.