Past exam of the mathematics course of the University of Cambridge / 2006 / ii / Paper 2 / 25J / a

A measure space consists of a set $\Omega$, a sigma-algebra $\mathcal{A}$ of subsets, and a countably additive map $\mu :\mathcal{A}\to [0,\infty ]$ with $\mu (\varnothing )=0$. A sigma-algebra contains $\Omega$ and is closed under complements and countable unions. Countable additivity means $\mu ({\bigcup }_n{A}_n)={\sum }_n\mu (A_n)$ for pairwise disjoint measurable sets. Such sets are called measurable; a real function is measurable when the inverse image of every Borel set belongs to $\mathcal{A}$.