should I learn measure theory before learning probability?

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I am currently looking to learn about probability and statistics since I am interested in actuarial science. I have some knowledge on real analysis(rudins book except the last 2 chapters) and linear algebra(axlers linear algebra done right). I have very little prior knowledge about prob/stat.



When researching prob/stat books to order I encountered the distinction between books that use measure theory and those that don't.



Anyway I am not really sure where to start and was wondering if someone could kindly recommend some books and which order to read them in.










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  • The last two chapters of Rudin do a great job motivating measure theory.
    – Rushabh Mehta
    Dec 4 at 17:20






  • 2




    Learn them at the same time.
    – Shalop
    Dec 4 at 17:35










  • Can you help the mathematician s by explaining what one studies in actuarial science. Eg if you only work with discrete distributions measure theory is irrelevant
    – seanv507
    Dec 4 at 23:31










  • Another approach is to go through a book that introduces both at the same. Williams' Probability with Martingales is a fine textbook.
    – twnly
    Dec 5 at 0:23














up vote
6
down vote

favorite
1












I am currently looking to learn about probability and statistics since I am interested in actuarial science. I have some knowledge on real analysis(rudins book except the last 2 chapters) and linear algebra(axlers linear algebra done right). I have very little prior knowledge about prob/stat.



When researching prob/stat books to order I encountered the distinction between books that use measure theory and those that don't.



Anyway I am not really sure where to start and was wondering if someone could kindly recommend some books and which order to read them in.










share|cite|improve this question























  • The last two chapters of Rudin do a great job motivating measure theory.
    – Rushabh Mehta
    Dec 4 at 17:20






  • 2




    Learn them at the same time.
    – Shalop
    Dec 4 at 17:35










  • Can you help the mathematician s by explaining what one studies in actuarial science. Eg if you only work with discrete distributions measure theory is irrelevant
    – seanv507
    Dec 4 at 23:31










  • Another approach is to go through a book that introduces both at the same. Williams' Probability with Martingales is a fine textbook.
    – twnly
    Dec 5 at 0:23












up vote
6
down vote

favorite
1









up vote
6
down vote

favorite
1






1





I am currently looking to learn about probability and statistics since I am interested in actuarial science. I have some knowledge on real analysis(rudins book except the last 2 chapters) and linear algebra(axlers linear algebra done right). I have very little prior knowledge about prob/stat.



When researching prob/stat books to order I encountered the distinction between books that use measure theory and those that don't.



Anyway I am not really sure where to start and was wondering if someone could kindly recommend some books and which order to read them in.










share|cite|improve this question















I am currently looking to learn about probability and statistics since I am interested in actuarial science. I have some knowledge on real analysis(rudins book except the last 2 chapters) and linear algebra(axlers linear algebra done right). I have very little prior knowledge about prob/stat.



When researching prob/stat books to order I encountered the distinction between books that use measure theory and those that don't.



Anyway I am not really sure where to start and was wondering if someone could kindly recommend some books and which order to read them in.







probability measure-theory book-recommendation






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edited Dec 4 at 17:14









GNUSupporter 8964民主女神 地下教會

12.7k72445




12.7k72445










asked Dec 4 at 16:59









Jagol95

555




555











  • The last two chapters of Rudin do a great job motivating measure theory.
    – Rushabh Mehta
    Dec 4 at 17:20






  • 2




    Learn them at the same time.
    – Shalop
    Dec 4 at 17:35










  • Can you help the mathematician s by explaining what one studies in actuarial science. Eg if you only work with discrete distributions measure theory is irrelevant
    – seanv507
    Dec 4 at 23:31










  • Another approach is to go through a book that introduces both at the same. Williams' Probability with Martingales is a fine textbook.
    – twnly
    Dec 5 at 0:23
















  • The last two chapters of Rudin do a great job motivating measure theory.
    – Rushabh Mehta
    Dec 4 at 17:20






  • 2




    Learn them at the same time.
    – Shalop
    Dec 4 at 17:35










  • Can you help the mathematician s by explaining what one studies in actuarial science. Eg if you only work with discrete distributions measure theory is irrelevant
    – seanv507
    Dec 4 at 23:31










  • Another approach is to go through a book that introduces both at the same. Williams' Probability with Martingales is a fine textbook.
    – twnly
    Dec 5 at 0:23















The last two chapters of Rudin do a great job motivating measure theory.
– Rushabh Mehta
Dec 4 at 17:20




The last two chapters of Rudin do a great job motivating measure theory.
– Rushabh Mehta
Dec 4 at 17:20




2




2




Learn them at the same time.
– Shalop
Dec 4 at 17:35




Learn them at the same time.
– Shalop
Dec 4 at 17:35












Can you help the mathematician s by explaining what one studies in actuarial science. Eg if you only work with discrete distributions measure theory is irrelevant
– seanv507
Dec 4 at 23:31




Can you help the mathematician s by explaining what one studies in actuarial science. Eg if you only work with discrete distributions measure theory is irrelevant
– seanv507
Dec 4 at 23:31












Another approach is to go through a book that introduces both at the same. Williams' Probability with Martingales is a fine textbook.
– twnly
Dec 5 at 0:23




Another approach is to go through a book that introduces both at the same. Williams' Probability with Martingales is a fine textbook.
– twnly
Dec 5 at 0:23










4 Answers
4






active

oldest

votes

















up vote
11
down vote



accepted










In fact, it's the inverse. Try some introductory probability books (e.g. Kai Lai Chung's introductory probability book), before beginning real analysis. In that way, you know the motivation for studying abstract integration. If you want an introductory book with more discussions on measure theory, try David Pollard's A User's Guide to Measure Theoretic Probability.






share|cite|improve this answer
















  • 2




    +1 for suggesting the reverse order. (I can't speak to the individual texts you recommend.)
    – Ethan Bolker
    Dec 4 at 17:12

















up vote
6
down vote













The new book on measure theory that I am writing may be useful to you. It's title is Measure, Integration & Real Analysis. The first eight chapters are currently freely available on the book's website: http://measure.axler.net/. More chapters will be available on the website as they are completed.






share|cite|improve this answer



























    up vote
    2
    down vote













    A lot of measure theory-oriented books I've seen seem to presuppose plenty of familiarity with topological/set theoretic concepts and notation. For instance, when using Folland's "Real Analysis" in grad school for learning Lebesgue integration, I was totally unprepared for the motivational discussions about uncountable and unmeasurable sets, even though I had some prior familiarity with infinite sets and the basic pathologies that can arise in them (e.g., Cantor set). That made getting through even the first couple chapters really difficult because I felt like I was groping around in the dark and just carrying out formal manipulations without a clear sense of the obstacles that these advanced tools were being developed to overcome. A brief look through the intro of Pollard's book (recommended above) suggests to me the same issues.



    As such, I'd recommend working through an undergraduate-level Topology text before approaching anything with measure theory. I've been doing that with S. Morris's "Topology without Tears" (free online!), and it's really helped me flesh out how much variety there is in general spaces before we even get to the notion of a metric. I feel like I'm almost ready to revisit Folland--just after I finish Morris's chapters on metric spaces and compactness. This also dovetails nicely with Axler's "Linear Algebra Done Right", since it gives another side of the story motivating the development of different kinds of norms.



    Also, since you're looking at statistical issues, I'd also recommend reading through the first couple of chapters of E.T. Jaynes's "Probability Theory: The Logic of Science", since he gives a very accessible description of a lot of fundamental issues in probability/statistics that are often hand-waved away in introductory treatments.






    share|cite|improve this answer
















    • 1




      Topology without Tears can be a soft introduction. Personally, I can't find another introductory topology book better than Munkres's Topology.
      – GNUSupporter 8964民主女神 地下教會
      Dec 4 at 19:44

















    up vote
    1
    down vote













    Quoting Rick Durrett from his book Probability: Theory and Examples, "Probability theory has a right and a left hand. On the left is the rigorous foundational work using the tools of measure theory. The right hand 'thinks probabilistically', reduces problems to gambling situations, coin-tossing, and motions of a physical particle."



    A lot of probabilistic principles can be learned from finite or countable sample spaces, for which essentially no measure theory is required. Ross's a First Course in Probability can be profitably read without any measure theory. Once you start learning about things like Brownian motion, you'll find that measure theory becomes unavoidable to define the concept precisely. But even there, thinking about Brownian motion as just a discrete random walk with the mesh size approaching 0 can get you quite far.






    share|cite|improve this answer




















    • Ross' book (in your answer) assumes that all subsets of the sample space Ω is measurable to avoid measure theory. That's fine for undergraduate statistics majors, but we all know the inconvenience of discussing mathematical ideas in imprecise mathematical language. IMHO, Chung/Pollard/other introductory probability books that adopt Kolmogorov's axiomatic definition of probability are much better choice.
      – GNUSupporter 8964民主女神 地下教會
      Dec 4 at 19:57






    • 4




      OP mentions interest in actuarial science. I agree that any serious probabilist or theoretical statistician will eventually need a solid grounding in the logical foundations. But honestly, there are many bright people in industry and even applied statisticians in academia who solve sophisticated problems involving probabilistic reasoning and wouldn't be able to state Kolmogorov's definition of a probability space. A famous statistician once said, “I wouldn't want to fly in a plane whose design depended on whether a function was Riemann or Lebesgue integrable."
      – norfair
      Dec 4 at 20:16










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    4 Answers
    4






    active

    oldest

    votes








    4 Answers
    4






    active

    oldest

    votes









    active

    oldest

    votes






    active

    oldest

    votes








    up vote
    11
    down vote



    accepted










    In fact, it's the inverse. Try some introductory probability books (e.g. Kai Lai Chung's introductory probability book), before beginning real analysis. In that way, you know the motivation for studying abstract integration. If you want an introductory book with more discussions on measure theory, try David Pollard's A User's Guide to Measure Theoretic Probability.






    share|cite|improve this answer
















    • 2




      +1 for suggesting the reverse order. (I can't speak to the individual texts you recommend.)
      – Ethan Bolker
      Dec 4 at 17:12














    up vote
    11
    down vote



    accepted










    In fact, it's the inverse. Try some introductory probability books (e.g. Kai Lai Chung's introductory probability book), before beginning real analysis. In that way, you know the motivation for studying abstract integration. If you want an introductory book with more discussions on measure theory, try David Pollard's A User's Guide to Measure Theoretic Probability.






    share|cite|improve this answer
















    • 2




      +1 for suggesting the reverse order. (I can't speak to the individual texts you recommend.)
      – Ethan Bolker
      Dec 4 at 17:12












    up vote
    11
    down vote



    accepted







    up vote
    11
    down vote



    accepted






    In fact, it's the inverse. Try some introductory probability books (e.g. Kai Lai Chung's introductory probability book), before beginning real analysis. In that way, you know the motivation for studying abstract integration. If you want an introductory book with more discussions on measure theory, try David Pollard's A User's Guide to Measure Theoretic Probability.






    share|cite|improve this answer












    In fact, it's the inverse. Try some introductory probability books (e.g. Kai Lai Chung's introductory probability book), before beginning real analysis. In that way, you know the motivation for studying abstract integration. If you want an introductory book with more discussions on measure theory, try David Pollard's A User's Guide to Measure Theoretic Probability.







    share|cite|improve this answer












    share|cite|improve this answer



    share|cite|improve this answer










    answered Dec 4 at 17:09









    GNUSupporter 8964民主女神 地下教會

    12.7k72445




    12.7k72445







    • 2




      +1 for suggesting the reverse order. (I can't speak to the individual texts you recommend.)
      – Ethan Bolker
      Dec 4 at 17:12












    • 2




      +1 for suggesting the reverse order. (I can't speak to the individual texts you recommend.)
      – Ethan Bolker
      Dec 4 at 17:12







    2




    2




    +1 for suggesting the reverse order. (I can't speak to the individual texts you recommend.)
    – Ethan Bolker
    Dec 4 at 17:12




    +1 for suggesting the reverse order. (I can't speak to the individual texts you recommend.)
    – Ethan Bolker
    Dec 4 at 17:12










    up vote
    6
    down vote













    The new book on measure theory that I am writing may be useful to you. It's title is Measure, Integration & Real Analysis. The first eight chapters are currently freely available on the book's website: http://measure.axler.net/. More chapters will be available on the website as they are completed.






    share|cite|improve this answer
























      up vote
      6
      down vote













      The new book on measure theory that I am writing may be useful to you. It's title is Measure, Integration & Real Analysis. The first eight chapters are currently freely available on the book's website: http://measure.axler.net/. More chapters will be available on the website as they are completed.






      share|cite|improve this answer






















        up vote
        6
        down vote










        up vote
        6
        down vote









        The new book on measure theory that I am writing may be useful to you. It's title is Measure, Integration & Real Analysis. The first eight chapters are currently freely available on the book's website: http://measure.axler.net/. More chapters will be available on the website as they are completed.






        share|cite|improve this answer












        The new book on measure theory that I am writing may be useful to you. It's title is Measure, Integration & Real Analysis. The first eight chapters are currently freely available on the book's website: http://measure.axler.net/. More chapters will be available on the website as they are completed.







        share|cite|improve this answer












        share|cite|improve this answer



        share|cite|improve this answer










        answered Dec 4 at 23:35









        Sheldon Axler

        3,516615




        3,516615




















            up vote
            2
            down vote













            A lot of measure theory-oriented books I've seen seem to presuppose plenty of familiarity with topological/set theoretic concepts and notation. For instance, when using Folland's "Real Analysis" in grad school for learning Lebesgue integration, I was totally unprepared for the motivational discussions about uncountable and unmeasurable sets, even though I had some prior familiarity with infinite sets and the basic pathologies that can arise in them (e.g., Cantor set). That made getting through even the first couple chapters really difficult because I felt like I was groping around in the dark and just carrying out formal manipulations without a clear sense of the obstacles that these advanced tools were being developed to overcome. A brief look through the intro of Pollard's book (recommended above) suggests to me the same issues.



            As such, I'd recommend working through an undergraduate-level Topology text before approaching anything with measure theory. I've been doing that with S. Morris's "Topology without Tears" (free online!), and it's really helped me flesh out how much variety there is in general spaces before we even get to the notion of a metric. I feel like I'm almost ready to revisit Folland--just after I finish Morris's chapters on metric spaces and compactness. This also dovetails nicely with Axler's "Linear Algebra Done Right", since it gives another side of the story motivating the development of different kinds of norms.



            Also, since you're looking at statistical issues, I'd also recommend reading through the first couple of chapters of E.T. Jaynes's "Probability Theory: The Logic of Science", since he gives a very accessible description of a lot of fundamental issues in probability/statistics that are often hand-waved away in introductory treatments.






            share|cite|improve this answer
















            • 1




              Topology without Tears can be a soft introduction. Personally, I can't find another introductory topology book better than Munkres's Topology.
              – GNUSupporter 8964民主女神 地下教會
              Dec 4 at 19:44














            up vote
            2
            down vote













            A lot of measure theory-oriented books I've seen seem to presuppose plenty of familiarity with topological/set theoretic concepts and notation. For instance, when using Folland's "Real Analysis" in grad school for learning Lebesgue integration, I was totally unprepared for the motivational discussions about uncountable and unmeasurable sets, even though I had some prior familiarity with infinite sets and the basic pathologies that can arise in them (e.g., Cantor set). That made getting through even the first couple chapters really difficult because I felt like I was groping around in the dark and just carrying out formal manipulations without a clear sense of the obstacles that these advanced tools were being developed to overcome. A brief look through the intro of Pollard's book (recommended above) suggests to me the same issues.



            As such, I'd recommend working through an undergraduate-level Topology text before approaching anything with measure theory. I've been doing that with S. Morris's "Topology without Tears" (free online!), and it's really helped me flesh out how much variety there is in general spaces before we even get to the notion of a metric. I feel like I'm almost ready to revisit Folland--just after I finish Morris's chapters on metric spaces and compactness. This also dovetails nicely with Axler's "Linear Algebra Done Right", since it gives another side of the story motivating the development of different kinds of norms.



            Also, since you're looking at statistical issues, I'd also recommend reading through the first couple of chapters of E.T. Jaynes's "Probability Theory: The Logic of Science", since he gives a very accessible description of a lot of fundamental issues in probability/statistics that are often hand-waved away in introductory treatments.






            share|cite|improve this answer
















            • 1




              Topology without Tears can be a soft introduction. Personally, I can't find another introductory topology book better than Munkres's Topology.
              – GNUSupporter 8964民主女神 地下教會
              Dec 4 at 19:44












            up vote
            2
            down vote










            up vote
            2
            down vote









            A lot of measure theory-oriented books I've seen seem to presuppose plenty of familiarity with topological/set theoretic concepts and notation. For instance, when using Folland's "Real Analysis" in grad school for learning Lebesgue integration, I was totally unprepared for the motivational discussions about uncountable and unmeasurable sets, even though I had some prior familiarity with infinite sets and the basic pathologies that can arise in them (e.g., Cantor set). That made getting through even the first couple chapters really difficult because I felt like I was groping around in the dark and just carrying out formal manipulations without a clear sense of the obstacles that these advanced tools were being developed to overcome. A brief look through the intro of Pollard's book (recommended above) suggests to me the same issues.



            As such, I'd recommend working through an undergraduate-level Topology text before approaching anything with measure theory. I've been doing that with S. Morris's "Topology without Tears" (free online!), and it's really helped me flesh out how much variety there is in general spaces before we even get to the notion of a metric. I feel like I'm almost ready to revisit Folland--just after I finish Morris's chapters on metric spaces and compactness. This also dovetails nicely with Axler's "Linear Algebra Done Right", since it gives another side of the story motivating the development of different kinds of norms.



            Also, since you're looking at statistical issues, I'd also recommend reading through the first couple of chapters of E.T. Jaynes's "Probability Theory: The Logic of Science", since he gives a very accessible description of a lot of fundamental issues in probability/statistics that are often hand-waved away in introductory treatments.






            share|cite|improve this answer












            A lot of measure theory-oriented books I've seen seem to presuppose plenty of familiarity with topological/set theoretic concepts and notation. For instance, when using Folland's "Real Analysis" in grad school for learning Lebesgue integration, I was totally unprepared for the motivational discussions about uncountable and unmeasurable sets, even though I had some prior familiarity with infinite sets and the basic pathologies that can arise in them (e.g., Cantor set). That made getting through even the first couple chapters really difficult because I felt like I was groping around in the dark and just carrying out formal manipulations without a clear sense of the obstacles that these advanced tools were being developed to overcome. A brief look through the intro of Pollard's book (recommended above) suggests to me the same issues.



            As such, I'd recommend working through an undergraduate-level Topology text before approaching anything with measure theory. I've been doing that with S. Morris's "Topology without Tears" (free online!), and it's really helped me flesh out how much variety there is in general spaces before we even get to the notion of a metric. I feel like I'm almost ready to revisit Folland--just after I finish Morris's chapters on metric spaces and compactness. This also dovetails nicely with Axler's "Linear Algebra Done Right", since it gives another side of the story motivating the development of different kinds of norms.



            Also, since you're looking at statistical issues, I'd also recommend reading through the first couple of chapters of E.T. Jaynes's "Probability Theory: The Logic of Science", since he gives a very accessible description of a lot of fundamental issues in probability/statistics that are often hand-waved away in introductory treatments.







            share|cite|improve this answer












            share|cite|improve this answer



            share|cite|improve this answer










            answered Dec 4 at 18:21









            Cassius12

            9911




            9911







            • 1




              Topology without Tears can be a soft introduction. Personally, I can't find another introductory topology book better than Munkres's Topology.
              – GNUSupporter 8964民主女神 地下教會
              Dec 4 at 19:44












            • 1




              Topology without Tears can be a soft introduction. Personally, I can't find another introductory topology book better than Munkres's Topology.
              – GNUSupporter 8964民主女神 地下教會
              Dec 4 at 19:44







            1




            1




            Topology without Tears can be a soft introduction. Personally, I can't find another introductory topology book better than Munkres's Topology.
            – GNUSupporter 8964民主女神 地下教會
            Dec 4 at 19:44




            Topology without Tears can be a soft introduction. Personally, I can't find another introductory topology book better than Munkres's Topology.
            – GNUSupporter 8964民主女神 地下教會
            Dec 4 at 19:44










            up vote
            1
            down vote













            Quoting Rick Durrett from his book Probability: Theory and Examples, "Probability theory has a right and a left hand. On the left is the rigorous foundational work using the tools of measure theory. The right hand 'thinks probabilistically', reduces problems to gambling situations, coin-tossing, and motions of a physical particle."



            A lot of probabilistic principles can be learned from finite or countable sample spaces, for which essentially no measure theory is required. Ross's a First Course in Probability can be profitably read without any measure theory. Once you start learning about things like Brownian motion, you'll find that measure theory becomes unavoidable to define the concept precisely. But even there, thinking about Brownian motion as just a discrete random walk with the mesh size approaching 0 can get you quite far.






            share|cite|improve this answer




















            • Ross' book (in your answer) assumes that all subsets of the sample space Ω is measurable to avoid measure theory. That's fine for undergraduate statistics majors, but we all know the inconvenience of discussing mathematical ideas in imprecise mathematical language. IMHO, Chung/Pollard/other introductory probability books that adopt Kolmogorov's axiomatic definition of probability are much better choice.
              – GNUSupporter 8964民主女神 地下教會
              Dec 4 at 19:57






            • 4




              OP mentions interest in actuarial science. I agree that any serious probabilist or theoretical statistician will eventually need a solid grounding in the logical foundations. But honestly, there are many bright people in industry and even applied statisticians in academia who solve sophisticated problems involving probabilistic reasoning and wouldn't be able to state Kolmogorov's definition of a probability space. A famous statistician once said, “I wouldn't want to fly in a plane whose design depended on whether a function was Riemann or Lebesgue integrable."
              – norfair
              Dec 4 at 20:16














            up vote
            1
            down vote













            Quoting Rick Durrett from his book Probability: Theory and Examples, "Probability theory has a right and a left hand. On the left is the rigorous foundational work using the tools of measure theory. The right hand 'thinks probabilistically', reduces problems to gambling situations, coin-tossing, and motions of a physical particle."



            A lot of probabilistic principles can be learned from finite or countable sample spaces, for which essentially no measure theory is required. Ross's a First Course in Probability can be profitably read without any measure theory. Once you start learning about things like Brownian motion, you'll find that measure theory becomes unavoidable to define the concept precisely. But even there, thinking about Brownian motion as just a discrete random walk with the mesh size approaching 0 can get you quite far.






            share|cite|improve this answer




















            • Ross' book (in your answer) assumes that all subsets of the sample space Ω is measurable to avoid measure theory. That's fine for undergraduate statistics majors, but we all know the inconvenience of discussing mathematical ideas in imprecise mathematical language. IMHO, Chung/Pollard/other introductory probability books that adopt Kolmogorov's axiomatic definition of probability are much better choice.
              – GNUSupporter 8964民主女神 地下教會
              Dec 4 at 19:57






            • 4




              OP mentions interest in actuarial science. I agree that any serious probabilist or theoretical statistician will eventually need a solid grounding in the logical foundations. But honestly, there are many bright people in industry and even applied statisticians in academia who solve sophisticated problems involving probabilistic reasoning and wouldn't be able to state Kolmogorov's definition of a probability space. A famous statistician once said, “I wouldn't want to fly in a plane whose design depended on whether a function was Riemann or Lebesgue integrable."
              – norfair
              Dec 4 at 20:16












            up vote
            1
            down vote










            up vote
            1
            down vote









            Quoting Rick Durrett from his book Probability: Theory and Examples, "Probability theory has a right and a left hand. On the left is the rigorous foundational work using the tools of measure theory. The right hand 'thinks probabilistically', reduces problems to gambling situations, coin-tossing, and motions of a physical particle."



            A lot of probabilistic principles can be learned from finite or countable sample spaces, for which essentially no measure theory is required. Ross's a First Course in Probability can be profitably read without any measure theory. Once you start learning about things like Brownian motion, you'll find that measure theory becomes unavoidable to define the concept precisely. But even there, thinking about Brownian motion as just a discrete random walk with the mesh size approaching 0 can get you quite far.






            share|cite|improve this answer












            Quoting Rick Durrett from his book Probability: Theory and Examples, "Probability theory has a right and a left hand. On the left is the rigorous foundational work using the tools of measure theory. The right hand 'thinks probabilistically', reduces problems to gambling situations, coin-tossing, and motions of a physical particle."



            A lot of probabilistic principles can be learned from finite or countable sample spaces, for which essentially no measure theory is required. Ross's a First Course in Probability can be profitably read without any measure theory. Once you start learning about things like Brownian motion, you'll find that measure theory becomes unavoidable to define the concept precisely. But even there, thinking about Brownian motion as just a discrete random walk with the mesh size approaching 0 can get you quite far.







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            answered Dec 4 at 17:29









            norfair

            93312




            93312











            • Ross' book (in your answer) assumes that all subsets of the sample space Ω is measurable to avoid measure theory. That's fine for undergraduate statistics majors, but we all know the inconvenience of discussing mathematical ideas in imprecise mathematical language. IMHO, Chung/Pollard/other introductory probability books that adopt Kolmogorov's axiomatic definition of probability are much better choice.
              – GNUSupporter 8964民主女神 地下教會
              Dec 4 at 19:57






            • 4




              OP mentions interest in actuarial science. I agree that any serious probabilist or theoretical statistician will eventually need a solid grounding in the logical foundations. But honestly, there are many bright people in industry and even applied statisticians in academia who solve sophisticated problems involving probabilistic reasoning and wouldn't be able to state Kolmogorov's definition of a probability space. A famous statistician once said, “I wouldn't want to fly in a plane whose design depended on whether a function was Riemann or Lebesgue integrable."
              – norfair
              Dec 4 at 20:16
















            • Ross' book (in your answer) assumes that all subsets of the sample space Ω is measurable to avoid measure theory. That's fine for undergraduate statistics majors, but we all know the inconvenience of discussing mathematical ideas in imprecise mathematical language. IMHO, Chung/Pollard/other introductory probability books that adopt Kolmogorov's axiomatic definition of probability are much better choice.
              – GNUSupporter 8964民主女神 地下教會
              Dec 4 at 19:57






            • 4




              OP mentions interest in actuarial science. I agree that any serious probabilist or theoretical statistician will eventually need a solid grounding in the logical foundations. But honestly, there are many bright people in industry and even applied statisticians in academia who solve sophisticated problems involving probabilistic reasoning and wouldn't be able to state Kolmogorov's definition of a probability space. A famous statistician once said, “I wouldn't want to fly in a plane whose design depended on whether a function was Riemann or Lebesgue integrable."
              – norfair
              Dec 4 at 20:16















            Ross' book (in your answer) assumes that all subsets of the sample space Ω is measurable to avoid measure theory. That's fine for undergraduate statistics majors, but we all know the inconvenience of discussing mathematical ideas in imprecise mathematical language. IMHO, Chung/Pollard/other introductory probability books that adopt Kolmogorov's axiomatic definition of probability are much better choice.
            – GNUSupporter 8964民主女神 地下教會
            Dec 4 at 19:57




            Ross' book (in your answer) assumes that all subsets of the sample space Ω is measurable to avoid measure theory. That's fine for undergraduate statistics majors, but we all know the inconvenience of discussing mathematical ideas in imprecise mathematical language. IMHO, Chung/Pollard/other introductory probability books that adopt Kolmogorov's axiomatic definition of probability are much better choice.
            – GNUSupporter 8964民主女神 地下教會
            Dec 4 at 19:57




            4




            4




            OP mentions interest in actuarial science. I agree that any serious probabilist or theoretical statistician will eventually need a solid grounding in the logical foundations. But honestly, there are many bright people in industry and even applied statisticians in academia who solve sophisticated problems involving probabilistic reasoning and wouldn't be able to state Kolmogorov's definition of a probability space. A famous statistician once said, “I wouldn't want to fly in a plane whose design depended on whether a function was Riemann or Lebesgue integrable."
            – norfair
            Dec 4 at 20:16




            OP mentions interest in actuarial science. I agree that any serious probabilist or theoretical statistician will eventually need a solid grounding in the logical foundations. But honestly, there are many bright people in industry and even applied statisticians in academia who solve sophisticated problems involving probabilistic reasoning and wouldn't be able to state Kolmogorov's definition of a probability space. A famous statistician once said, “I wouldn't want to fly in a plane whose design depended on whether a function was Riemann or Lebesgue integrable."
            – norfair
            Dec 4 at 20:16

















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