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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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"Independent observations" via measure theory
I'm reading Chernoff's paper "A measure of asymptotic efficiency for tests of a hypothesis based on the sum of observations," and am trying to understand it in terms of measure theory. On page 495, it …