Probabilistic Analysis - Lecture 07 (IE 523)

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IE 523 Probabilistic Analysis
Lecture 07: Probability Measure, Lebesgue Measure
Asst. Prof. Çağın Ararat
Department of Industrial Engineering
Bilkent University
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At 31:20, the statement of the theorem is incomplete. The correct version should say "There exists a unique set function \mu: B(R)-->[0, +\infty] that is countably additive and \mu(\emptyset)=0 such that \mu((a, b))=b-a for every a<b." Apologies.

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