The extension of measures
Baljodh Singh · International Journal of Statistics and Applied Mathematics · 2017
In this paper we have to show that if A is any algebra of subsets of a set X and if μ is a measure defined on A then there exist a σ- algebra A^* containing A and a measure μ^* defined on A^* such that μ^* (E)=μ(E) in A. In other words the measure μ can be extended to a measure on a σ-algebra A^* of subsets of X, which contains A.