Thread: Curiosity : integration, measure and probability ?

Hey !

As some of you know, I'm quite interested in the differences of the ways of teaching between countries !
So I wanted to know something...
The course I'm taking requires to have taken the Integration and measure theory course before it. So we'll be studying things like independence between sigma-algebras, we'll use the product measure, etc...
But when talking to one of my teachers along with friends, someone said that in England (or in the US), people didn't use measure theory in probability courses.

So are there some courses that require these knowledges first ? Or how is that ?

Hi Mate,

I like your question, I also find it quite interesting, I think it's different not only between countries, but also within countries, between academic institutions.
I can tell you how it was for my own studies, in one of the universities in Israel.
I actually studied 3 courses in Probability ( not including Stochastic Processes ), during my BA and MA in Statistics. The first course "Introduction to Probability" did not include Measure Theory in any way, it was a basic course in Probability, in high level for Statisticians. The second course was "Distribution Theory", which was a successor course for the first one. Both of these were in my bachelor's degree. At the beginning of my master's degree I had a course called "Introduction to advanced probability", which was a Probability course from the aspect of Measure Theory, with sigma algebras and so on. Hope I helped you

Thanks for your reply

There is no help needed, just a need to satisfy curiosity


I forgot to ask... It would be nice (for the other ones who'll reply) to describe, as you did, when the probability course was taken.

And did you study measure theory in this course or before that ?

In what is known as undergraduate probability in the US, it is generally the case that measure theory is not part of the course. Any review of textbooks used for these courses will demonstrate the truth of that generalization. However, almost all probability courses give in a course of graduate study will include measure theory.