โYou see when you ask a question, does HIV cause AIDS? The question is does the virus cause a syndrome? How does a virus cause a syndrome? It canโt.โ - President Thabo Mbeki ๐ฟ๐ฆ
We survived a lot of things as a country comrades! ๐ณ๐ญ๐ฅ
"Is measure theory useless for non-mathematicians?"
After many years of searching, I finally found the answer in this book. Measure theory lets you:
1. Unify the language of continuous and discrete distributions. This saves time since you don't have to repeat arguments to cover both cases.
2. Unify the language of single and multiple variables. This also saves time for the same reason.
3. Define independence of random variables more cleanly.
The usual way independence is taught works well for concrete examples, but once you start reasoning about independence in the abstract, it's easy to lean on intuition in ways that aren't fully precise.
Measure theory gives a single, unambiguous definition that avoids those ambiguities.
4. Define convergence more completely in the statistical context. This makes proofs of convergence shorter and more reliable.
These are strong reasons for statistical theorists, but most applied people probably don't need it.
To be clear, I have taken several courses in measure theory, but it always seemed like insane levels of overkill for my own research.
I always felt like maybe there was something I was missing. This book finally put the pieces together for me.
For me friendship is a beautiful mysterious thingโฆ.
I might not be there for the Insta post etc, but I am there when you need meโฆ
Itโs not conventional but itโs me, itโs MGโฆ.
If you all have watched the Nairobi franchise Dr Cโs behaviour wonโt shock you cos thatโs her ๐ญ! Iโm afraid the ladies played right into her court ๐
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