quantum mechanics - Fermi's Golden Rule and Density of States

I know Fermi's Golden Rule in the form

$$\Gamma_{fi} ~=~ \sum_{f}\frac{2\pi}{\hbar}\delta (E_f - E_i)|M_{fi}|^2$$

where $\Gamma_{fi}$ is the probability transition rate, $M_{fi}$ are the transition matrix elements.

I'm struggling to do a derivation based on the density of states. I know that under certain circumstances it's a good approximation to replace $\sum_f$ with $\int_F \rho(E_f) \textrm{d}E_f$ to calculate the transition probability, for some energy range $F$.

Doing this calculation I obtain

$$\Gamma_{fi} ~=~ \int \rho(E_f) \frac{2\pi}{\hbar}\delta (E_f - E_i) |M_{fi}|^2\textrm{d}E_f.$$

Now assuming that the $M_{fi}$ are constant in the energy range under the integral we get

$$\Gamma_{fi} ~=~ \rho(E_i) \frac{2\pi}{\hbar} |M_{fi}|^2.$$

Now this is absolutely not what is written anywhere else. Other sources pull the $\rho(E_f)$ out of the integral to obtain Fermi's Golden Rule of the form

$$\Gamma_{fi} ~=~ \rho(E_f) \frac{2\pi}{\hbar} |M_{fi}|^2$$

for any $f$ with $E_f$ in $F$ which makes much more physical sense. But why is what I've done wrong? If anything it should be more precise, because I have actually done the integral! Where have I missed something?