I was told that we cant compute the probability using the integral(5,2) p(x)dx, because it is very complicated and instead we compute it using the CDF formula : integral(-infinity, 5)pxdx - integral(-infinity,2). So my question is isnt computing this also very difficult and complex? Then why do we use this? Or is there any other cdf formula that is used to compute it which I'm not aware of?
PS: I didn't know how to insert the integral symbol hence had to write in wordings. Also since I'm a beginner in all this, please dumb it as down as you can.