Solution

ID: past-exam-of-the-probability-statistics-and-options-i-course-of-the-university-of-oxford/2011/d/1/a/solution

The Lebesgue outer measure is
The Lebesgue inner measure is , with . For a bounded set inside a finite interval , this is equivalently .
A set is Lebesgue measurable if it satisfies Carathéodory's criterion:
For finite outer measure this is equivalent to equality of inner and outer measure. For a general unbounded set, an equivalent local criterion is for every positive integer . Merely writing would not establish measurability.

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