TITLE: should I learn measure theory before learning probability?
QUESTION [8 upvotes]: I am currently looking to learn about probability and statistics since I am interested in actuarial science. I have some knowledge on real analysis(rudins book except the last 2 chapters) and linear algebra(axlers linear algebra done right). I have very little prior knowledge about prob/stat.
When researching prob/stat books to order I encountered the distinction between books that use measure theory and those that don't.
Anyway I am not really sure where to start and was wondering if someone could kindly recommend some books and which order to read them in.

REPLY [23 votes]: The new book on measure theory that I am writing may be useful to you. It's title is Measure, Integration & Real Analysis. The first eight chapters are currently freely available on the book's website: http://measure.axler.net/. More chapters will be available on the website as they are completed.