From Steele this morning, a metaphor for mathematics I hadn't heard before: mathematics is like an oil painting. Basically, people doing oil paintings start by making a very rough sketch of the painting and then progressively build up the details of the figures. (I've never painted in oil, so correct me if I'm wrong.)
Mathematics is similar. In research one only starts out with a vague idea of the result and then progressively refines it; in teaching one first gives a sketch of an argument and then comes back and fills in the details. Teaching was the context here; often in classes which depend on measure-theoretic probability, which this is, we first give a semi-formal proof of a result and only later come back and fill in the σ-fields, justify the magic words like "dominated convergence", and so on.
Compare perhaps Hackers and Painters by Paul Graham, which compares the two title groups.