I don't fully understand the jump from
$\quad F_{|X|}(x)= Pr[-x \leq X \leq x]$
to
$\quad F_{|x|}(x) \equiv F_{x}(x)-F_{x}(-x) \quad$
maybe someone can give an intuitive explanation.
I don't fully understand the jump from
$\quad F_{|X|}(x)= Pr[-x \leq X \leq x]$
to
$\quad F_{|x|}(x) \equiv F_{x}(x)-F_{x}(-x) \quad$
maybe someone can give an intuitive explanation.
Since $F(x)=P(X\leq x )$ we have that $$P(-x\leq X\leq x)=F(x)-F(-x)$$