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Use a probability density function which may be defined piecewise
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Use the general result E(g(x)) =∫f(x)g(x) dx where f(x) is the probability density function of the continuous random variable X and g(X) is a function of X
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Understand and use the relationship between the probability density function (PDF) and the cumulative distribution function (CDF), and use either to evaluate probabilities or percentiles
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Use cumulative distribution functions (CDFs) of related variables in simple cases e.g. given the CDF of a variable X, find the CDF of a related variable Y, and hence its PDF, e.g. where Y = X^ 3.
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