Example 4 Let $a=\frac{1994}{1995}, b=\frac{1993}{1994}$. Try to compare the sizes of $a$ and $b$.
Notice that
$$
\begin{array}{l}
\frac{1994}{1995}=\frac{1994^{2}}{1995 \times 1994}, \\
\frac{1993}{1994}=\frac{1993 \times 1995}{1995 \times 1994}=\frac{1994^{2}-1}{1995 \times 1994} .
\end{array}
$$

Therefore, $\frac{1994}{1995}>\frac{1993}{1994}$, i.e., $a>b$.