theorem: Let X be a random variable with cdf Fx.Then for a<b, P[a<X<=b]=Fx(b)-Fx(a)

proof:note that
{-∞<X<=b}={-∞<X<=a}U{a<x<b}
The proof of the result follows immediately because the union on the right
side of this equation is a disjoint union.

说道disjoint union 就证明出来了？能不能具体的讲一下怎莫出来的呢？谢谢