Why do we need to integrate probabilities in statistics?

For the answer to the question above asking w hy do we need to integrate probabilities in statistics?

Well, i ntegration is used very very often in theoretical statistics. Transformation relates to the result that data values that are modelled as being random variables from any given continuous distribution can be converted to random variables having a standard uniform distribution. So, we need to see other possibilities by combining (one thing) with another.