For X, Y and Z are iid, I have actually seen many versions of solutions, and personally I can write out the multi-variable integration one: ∫∫∫f(x,y,z)dxdydz, for x from -inf to y, then y from -inf to z, and z for all values, generally. But from a book there is another method: P(X<Y<Z)=P(X<min(Y,Z))P(Y,Z), which is neat and easier to compute. May I know how would it be possible? Can I say P(X<Y<Z)=P(X<Y) and P(Y<Z)? And what I could come out with was P(X<Y<Z)=P(X<Y)P(Y<Z), which looks incorrect, may I know what is wrong in this? Many thanks.