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A field of mathematics concerning measures, which are functions mapping sets to real numbers that generalize the idea of area and volume. Measure theory underlies modern treatments of probability. Questions about measure theory with a weak connection to probability or statistics may be more suitable for math.stackexchange.com than this site.

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Visualizing of $\sigma$-algebras as "information"

$\mathscr{G}$ is our information in the sense that for all $A \in \mathscr{G}$, we know whether $\omega \in A$. Let us use the Tickets in a box metaphor, extended to handle $\sigma$-algebras so that …
Juho Kokkala's user avatar
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