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Measure (mathematics)


 

In mathematics, a measure is a function that assigns a number, e.g., a "size", "volume", or "probability", to subsets of a given set. The concept is important in mathematical analysis and probability theory.

Related Topics:
Mathematics - Subset - Set - Mathematical analysis - Probability theory

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Measure theory is that branch of real analysis which investigates σ-algebras, measures, measurable functions and integrals. It is of importance in probability and statistics.

Related Topics:
Real analysis - ''σ''-algebra - Measurable function - Integral - Probability - Statistics

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See also Lebesgue integration, Lebesgue measure.

Related Topics:
Lebesgue integration - Lebesgue measure

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