JuliaMath / JuliaMath/MeasureTheory.jl

MeasureTheory.jl as a tool to learn Measure Theory

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Description

This is more an idea/invitation than an issue. I have struggled for a long time to learn Measure Theory and never got much beyond the first few chapters of **many** MT books... I think that this package could be a vehicle to explain and teach the basics of measures to an audience interested in using it in their day to day work more than in learning its foundations. So I really hope that someone will write a tutorial with examples. For example, this package should allow to do regression on a mixture of discrete and continuous random variables, correct? That is actually a problem I worked on some time ago...

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