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  #71  
Old 03-31-2012, 04:43 PM
AAABBBCCC AAABBBCCC is offline
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Originally Posted by joni308 View Post
That's right. Do you know how often this stuff appears everywhere in all areas of mathematics. Or how on Earth will you be able to get into Measure Theory later if you never took basic Probability? Apparently Harvard has a different opinion. I was looking at the Degree Requirements and it looks like there are no required courses. They give their babies full freedom to choose between Probability, Calculus, Spanish or Dancing (maybe this is an exaggeration but is it?)
Probability theory \subset Measure theory. You dont need probability theory to take measure theory. It is more the converse.
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  #72  
Old 03-31-2012, 04:45 PM
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They actually dont teach MGF per say... E(e^(itX)) =characteristic function is a better tool.
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  #73  
Old 03-31-2012, 04:46 PM
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I was talking about stuff like beta distributions and Markov chains. Then again I agree it is pathetic if a mathematician weren't good with the stuff you mentioned.
A lot of mathematicians dont know probability theory. Trust me on this one... Even some very good mathematicians.
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  #74  
Old 03-31-2012, 05:34 PM
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Probability theory \subset Measure theory. You dont need probability theory to take measure theory. It is more the converse.
You are probably talking about advanced Prob Theory but even then none is a prerequisite of the other in the strict sense. They are just related. What I meant, however, is how and why would you expect someone to take a measure theory class if you did not think it's necessary to teach them basic probability first that considers the most basic set function, probability?
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  #75  
Old 03-31-2012, 05:37 PM
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A lot of mathematicians dont know probability theory. Trust me on this one... Even some very good mathematicians.
Again, you are talking about very advanced probability or you are very generous with the term "good" let alone "very good".

I know of no serious mathematician who does not know probability.
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  #76  
Old 03-31-2012, 06:18 PM
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Again, you are talking about very advanced probability or you are very generous with the term "good" let alone "very good".

I know of no serious mathematician who does not know probability.
What are you talking about you dont need to know probability theory to know measure theory. To get a deep understanding of probability theory then you will need to study measure theory. Take a look at books that math departments use to study measure theory they assume no knowledge of probability theory
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  #77  
Old 03-31-2012, 06:31 PM
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Originally Posted by joni308 View Post
You are probably talking about advanced Prob Theory but even then none is a prerequisite of the other in the strict sense. They are just related. What I meant, however, is how and why would you expect someone to take a measure theory class if you did not think it's necessary to teach them basic probability first that considers the most basic set function, probability?
it is not necessary. Probabilty theory is just the study of finite measure spaces (just normalize). Measure theory studies any measurable space even ones with complex measures.
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  #78  
Old 03-31-2012, 06:38 PM
deathfrombelow deathfrombelow is offline
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I have a graduate degree in stats, took measure theory, phd analysis, etc., and you guys are boring the crap out of even me. Take the math "measurement" contest to mathgeekoutpost.com.
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  #79  
Old 03-31-2012, 07:01 PM
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Cosign with deathfrombelow. Go to mathoverflow if you want to talk about this some more.
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  #80  
Old 03-31-2012, 07:10 PM
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I can do better. I have directed the mathoverflow folks to this thread...

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