If you have taken a statistics class it may have included stuff like basic measure theory. Lebesgue measures and integrals and their relations to other means of integration. If your course was math heavy (like mine was) it may have included Carathéodory's extension theorem and even basics of operator theory on Hilbert spaces, Fourier transforms etc. Most of this mathematical tooling would be devoted to a proof of one of the most important theorems on which most of statistics is based - centr...
