I'm not sure it isn't clearer with 'x's, given that you have two different kinds of probabilities to confuse.

It may just be that there's a fair bit of inferential distance to clear, though in presenting this notation at all.

I have a strong (if rusty) math background, but I had to reason through exactly what you could possibly mean down a couple different trees (one of which had a whole comment partially written asking you to explain certain things about your notation and meaning) before it finally clicked for me on a second reading of your comment here after trying to explain my confusion in formal mathematical terms.

I think a footnote about what probability distribution functions look like and what the values actually represent (densities, rather than probabilities), and a bit of work with them would be helpful. Or perhaps there's enough inferential work there to be worth a whole post.