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I wouldn't recommend learning Lesbegue integration, and so forth, as a starting point for getting to know more about statistics than the canned procedures you m
by radford-neal 9y ago
I wouldn't recommend learning Lesbegue integration, and so forth, as a starting point for getting to know more about statistics than the canned procedures you may have been exposed to. That is math, not statistics. It's useful once you get to a certain level, but is not essential for learning the concepts. And it's actually detrimental if it gives you the idea that learning more math (beyond first-year calculus and linear algebra) is the road to statistical understanding.
- nabla9 9y agoThe OP asked about fundamentals and rigor. There is two ways to learn statistics. Statistical intuition vs. learning the core concepts. When probability is formulated using measure theory things really click together with the rest of the mathematics. > That is math, not statistics. Sometimes in the university level statistics department teaches applied statistics and you need to go mathematical department to learn mathematical statistics. What you think is 'real' statistics for you is matter of opinion, but non-applied statistics is pure abstract mathematics.
- radford-neal 9y agoIt's a mistake to think you're learning statistics when you're learning about measure theory, just like it's a mistake to think you're learning physics when you're learning about differential equations. The mathematical tools used in a subject are not the same as the subject itself.
- deleted 9y ago[deleted]