Measurability
In this class, we do not need to worry about measurability, since it is not essential for understanding any of the key concepts. Here is a good, quick reference: Koenker, Roger. "Appendix to 13 Ways." Economics 574 Lecture Notes, Spring 2006.
Introduction to R
This document composed by Grant Farnsworth explains how to use R, a free statistics language. (PDF)