No, $P(X<1)$ is different from $P(|X|<1)$. To get $P(|X|<1)$ you need to find this area: ![required area][1] . . . While $P(X<1)$ would be this area: ![wrong area][2] Credit: I used the shadenorm function [here](https://gist.github.com/tony91782/950812), which was written by Tony Cookson. [1]: https://i.sstatic.net/SaV05.png [2]: https://i.sstatic.net/yZ3l2.png