Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that
(i) | $X, A, B : \Omega \to \mathbb{R}$ are each a D3161: Random real number on $P$ |
(ii) | \begin{equation} \mathbb{P} \{ \omega \in \Omega : A(\omega) \leq B(\omega) \} = 1 \end{equation} |
Then
\begin{equation}
\mathbb{P} \{ \omega \in \Omega : X(\omega) \leq A(\omega) \}
\subseteq \mathbb{P} \{ \omega \in \Omega : X(\omega) \leq B(\omega) \}
\end{equation}