Let $X, A, B \in \text{Random}(\mathbb{R})$ each be a
D3161: Random real number such that
(i) |
\begin{equation}
\mathbb{P}(A \leq B) = 1
\end{equation}
|
Let $E$ be an event given by $E : = \{ A > B \}$. Since $\mathbb{P}(A \leq B)$ and since
\begin{equation}
E = \{ A > B \} = \Omega \setminus \{ A \leq B \}
\end{equation}
then results
imply
\begin{equation}
\mathbb{P}(E)
= \mathbb{P}(A > B)
= \mathbb{P}(\Omega \setminus \{ A \leq B \})
= \mathbb{P}(\Omega) - \mathbb{P}(A \leq B)
= 1 - 1
= 0
\end{equation}
If $\omega \in \{ X \leq A \} \setminus E$, then
\begin{equation}
X(\omega)
\leq A(\omega)
\leq B(\omega)
\end{equation}
Thus we have the inclusion
\begin{equation}
\{ X \leq A \} \setminus E
\subseteq \{ X \leq B \} \setminus E
\end{equation}
To conclude, applying results
we have
\begin{equation}
\begin{split}
\mathbb{P}(X \leq A)
& = \mathbb{P}(X \leq A) - 0 \\
& = \mathbb{P}(X \leq A) - \mathbb{P}(E) \\
& = \mathbb{P}(\{ X \leq A \} \setminus E) \\
& \leq \mathbb{P}(\{ X \leq B \} \setminus E) \\
& = \mathbb{P}(X \leq B) - \mathbb{P}(E) \\
& = \mathbb{P}(X \leq B) - 0 \\
& = \mathbb{P}(X \leq B)
\end{split}
\end{equation}