I am a phd student in Operations Research. I studied measure theory and probability theory. Then I try to apply (and find counterparts of) those mathematical concepts to (in) statistics and econometrics so as to link the theory and practice together and build up a system in my mind. I want to understand the theoretical foundation (underlying logic) of those statistical learning tools in a natural way and make sure I know exactly what I am doing as well as the limitation when I perform statistical test when I dealing with data.