The obituary index at the Carnegie Library has a gap from 1914 to 1962, but other options that may help you identify the exact date of death are the Register of Wills (if they had an estate probated, the date of death will probably be in the file) or the Pa. Dept. of Health, which will do a search for a death certificate (for a fee).

Contact info:
Allegheny County Register of Wills
City-County Bldg., 1st Flr.
414 Grant St.
Pittsburgh, PA 15219
412-350-4180
www.county.allegheny.pa.us/regwills/cert.asp

PA Dept. of Health
Division of Vital Records
101 S. Mercer St., Rm. 401
P.O. Box 1528
New Castle, PA 16101
724-656-3100
www.dsf.health.state.pa.us/health/site

You could also try the cemetery where they were buried or the church where the funeral took place, if you know either of them.