Question about probabilities:
If we have a continuous random variable X and P(a<X<b) then is this equivalent to P(a<X)*P(X<b) since we want a<X AND X<b? I'd guess no because P(a<X)*P(X<b)=F(b)*(1-F(a)) but the original inequality should be equal to F(b)-F(a) where F is the cdf of X