Math 23b. Week 7, Video 5: Lebesgue integration with limits, integration, and examples (20.6-20.7)

Revisiting when we can take the limit of the integral or the integral of the limit function (now that we understand Lebesgue integration), the Monotone Convergence Theorem, the Dominated Convergence Theorem, and examples of Lebesgue integration with infinite limits that appear in statistics.