Probability Is Just Applied Measure Theory

When someone asks why probability wears a mask, they discover it's secretly just measure theory in disguise! For the uninitiated, measure theory is the mathematical foundation that probability theory is built upon—essentially probability's more formal, rigorous parent that nobody talks about at parties. It's like finding out your cool friend who talks about random chances and dice rolls is actually the child of a stern calculus professor who insists on proper integration over sample spaces. The mathematician's reaction of "let's keep this on" is perfect—once you've seen that probability is just measure theory with a trench coat and sunglasses, there's no unseeing the connection between those sigma-algebras and probability spaces!