The Lebesgue Integral: A Curious Tea Party (Part 1) — Count Bayesie

Now that we've covered a few ways we can understand the Integral and the basics of Measure Theory and Probability Spaces we are ready to put all of that together to introduce a very exciting topic: the Lebesgue Integral. Like everything else we've discussed recently, this topic is typically reserved for advanced study, but the basic idea is relatively simple to understand and very practical for dealing with more sophisticated models of probability. This topic is going to be broken up into two...