Again, this section seemed straightforward enough; it's essentially just taking the things we've covered from discrete forms to continuous. A lot of it seems based in familiar calculus, using improper integrals and the Fundamental Theorem of Calculus, so that also contributes to some of the clarity.
As has usually been the case for probability and statistics so far, the most helpful thing is to see real examples that illustrate each of the definitions, theorems, etc. clearly in a way that builds intuition.
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