# Measure Theory for Beginners: An Intuitive Approach

Published in

9 min readOct 29, 2021

For most mathematicians and statisticians, some physicists, and some other various scientists, one of the hardest subjects they encounter is measure theory. Measure theory is the theory which underlies most of modern statistics and analysis, and in general is a very subtle and deep subject. What makes it so difficult for many is this subtlety; the material is very much rooted in the more abstract set theory that arose out of the early 20th century, and doesn’t read quite like other topics in Mathematics. The way much of measure theory is taught, the theorems are dense…