I am reading a mathematics book and I am quite confused at this highlighted sentence (it's not about the mathematical context but about the grammar):
Is a verb missing in the relative clause "that a random variable X [...]"?
In my opinion, I would understand this sentence as:
When the target space T is continuous, e.g., the real line R, it is more natural to specify the probability (that a random variable X takes) is in an interval, denoted by [...].