Is the Proof of Joint CDF at NTNU Correct?

[Zen]

http://folk.ntnu.no/bronner/temp/temp1178774511.57813.png

Or am I missing somthing obvious?

 

[happyg1]

OK
So here's how we did this:
Let [tex]G_{x,y}=( \omega \in \Omega|X(\omega)\leq x,Y(\omega)\leq y)=(X\leq x,Y\leq y)[/tex]
then
[tex]P(G_{x,y})=P(X\leq x,Y\leq y)=F(x,y)[/tex]
then
[tex]P(a<X<b,c<Y<d)=G_{b,d}\setminus (G_{a,d}\cup G_{b,c})[/tex]
then break up the RHS:
[tex]P(G_{b,d})-[P(G_{a,d})+P(G_{b,c})-P(G_{a,d}\cap G_{b,c})][/tex]
can you go from there?

 

[Zen]

Thanks, I got it know. I also found the error in my original proof: P((B intersect D) U (A intersect C)) != 1