Let $|\psi\rangle$ be a fixed state and $M$ and $N$ two commuting operators corresponding to projective measurements. Consider the probability distribution $p$ obtained by measuring $N$ on $|\psi\rangle$. Is this probability distribution exactly the same as the probability distribution $q$ that we would get if we measured first $M$ on $|\psi\rangle$, discarded the result, then measured $N$ on the post-measurement state?
I managed to prove it using the basic law of total probability and the existence of a common orthogonal basis, but I want to be sure since I have never seen it.