Measure Theory for Probability:
Measure Theory for Probability: A Very Brief Introduction AUGUST 18, 2015 As you dive deeper into Probability you may come across the phrases "Rigorous Probability with Measure Theory" or "Measure Theoretic Probability". What exactly is all this talk about Measure Theory? Normally the discussion of Measure Theory and Probability is left to graduate level coursework if it is touched on at all. Because of this it is nearly impossible to find any discussion of Measure Theoretic Probability that does not require a very sophisticated background in abstract mathematics. Why would anyone in the world be interested in Measure Theory and Probability who didn't have a background in pure math? Personally I have found Measure Theoretic Probability to be very useful in helping to understand deeper issues in Probability Theory. For example, the posts on Expectation and Variance are both written from a Measure Theoretic perspective. Measure Theoretic Probability offers a...