If you are frustrated with explanations in calculus, read a Real Analysis textbook. And the magic words that explain how the heck you can have probability distributions over real numbers is measure theory.

[This comment is no longer endorsed by its author]Reply

Telegraph to a younger me:

If you are frustrated with explanations in calculus, read a

Real Analysistextbook. And the magic words that explain how the heck you can have probability distributions over real numbers ismeasure theory.