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I know what is a cartesian product of sets, for example, $M= \{1,2\} , N = \{a,b\} $

$M \times N = {(1,a), (1,b), (2,a) , (2,b)}$

but what is the Cartesian product of two intervals? say,

$[-5,1] \times [-2,3]$

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    It's the square defined by those intervals. $(-5,-2)$ is the lower left corner and $(1,3)$ the upper right. Set of ordered pairs, one from the first set, the other from the second set. Intervals are sets.2017-02-16

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By definition it is the set of couple: $$ \{(x,y)|x\in[-5,1]\land y\in[-2,3] \} $$ so it the rectangle $EFGH$ in the figure. enter image description here