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Measure Theoretic Probability Video

I’d like to share a brief orientation video on measure theory based probability. Measure theory is a rigorous axiomatic treatment of probability that defers on interpretation (such as frequentist interpretation, Bayesian interpretation, or even Kolmogorov/Chaitin complexity).


Categories: Mathematics Opinion Tutorials

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Data Scientist and trainer at Win Vector LLC. One of the authors of Practical Data Science with R.

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