How do I put a checksum in a script?

I was (am) having trouble installing Eagle on my Linux (debian 8 jessie) computer. I was reading the installer script, when i noticed there is a checksum for the install script in the install script?

I modified 1 character in the script, in a comment, and suddenly I was getting

Checksum error in './eagle-lin-7.2.0.run'

How does that work? Wouldn't you need to know the checksum before putting it in the script? It seems paradoxical to me. Can someone please explain how a checksum for the entire script can be placed in the script?

This particular checksum is MD5.