$F$ is the cumulative distribution function for a continuous random variable. What is the meaning of $F(b)−F(a)=0.20$?
Does it mean that $[a,b]$ is a length of $0.2$, or that $P(X=b)−P(X=a)=20$% or $P(X∈(a,b])=20$%.
All of these options look plausible to me but I failed to find an explanation to this question online.
$$F(b)-F(a)=\int_a^bf(x)\,\mathrm{d}x=P(a\lt X\le b)$$ Also we have that $$F(b)-F(a)=P(X\le b)-P(X\le a)=P(a\lt X\le b)$$