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A distribution is a mathematical description of probabilities or frequencies.
4
votes
Accepted
Is the following inequality correct? How to prove it?
Expand using product rule:
$$P(X \ge a_0 \cap Y \le b_0) = P(X \ge a_0 | Y \le b_0) P(Y \le b_0)$$
Assuming $P(Y \le b_0)$ is nonzero, you can use the first inequality to obtain:
$$P(X \ge a_0 | Y …