is $|a-b| = \bigg||a|-|b|\bigg|$ ?
I have tried a few examples and they seems to come out true, but I can't find any rule stating it.
Is it true for all $a$ and $b$? Or am I missing something?
Please notice I'm not talking about $|a-b| = |a| - |b|$, I know this one does not hold.
No, it's not. Take $a=1$, $b=-1$. Then $\lvert a-b\rvert = 2$ but $\lvert\lvert a\rvert-\lvert b\rvert\rvert = 0$.
(You only have an inequality, the reverse triangle inequality: $\lvert a-b\rvert \geq \lvert\lvert a\rvert-\lvert b\rvert\rvert $.)