(PP 1.3) Measure theory: Measures

(0:00) Sigma-algebra generated by a collection. (4:12) Examples of sigma-algebras. (7:20) Definition of a measure. (9:48) Definition of a probability measure. A playlist of the Probability Primer series is available here: http://www.youtube.com/view_play_list... You can skip the measure theory (Section 1) if you're not interested in the rigorous underpinnings. If you choose to do this, you should start with "(PP 1.S) Measure theory: Summary" at:    • (PP 1.S) Measure theory: Summary