Probability and Measure, Lecture 4: Lebesgue Measure

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In this lecture, we formally construct Lebesgue measure on the real line by starting with the collection of half open intervals and using the extension and uniqueness theorems from the previous two lectures. We also talk briefly about product measures and independence of sigma-fields.

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Thank you so much! It's the first time that I understand what's going on!

actualBIAS
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Hi sir, I'm wondering why at around 1:17:00 we know we can extend nu to sigma(A2)? Doesn't this require that the measures are both sigma finite? I'm not sure whether that was assumed / clear

rogerchen