\[ E(S ) > S - a_.95 \quad \Leftrightarrow \quad S <E(S )+a_.95\] and \[ E(S ) < S +b_.95 \quad \Leftrightarrow \quad S >E(S )-b_.95\] So, \[E(S ) \in (S - a_.95,S + b_.95) \quad \Leftrightarrow \quad S \in (E(S ) - b_.95,E(S )+ a_.95).\] This implies that \[P\left(E(S ) \in (S - a_.95,S + b_.95)\right) = P\left(S \in (E(S ) - b_.95,E(S )+ a_.95)\right).\]