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Outer measure on $X$ is a function $ \phi : 2^X \rightarrow [0,\infty]$ defined on all subsets on $X$ that satisfies the following : (1) $\phi ( \emptyset )=0$ (2) Monotonicity : $A\subset B$ implies $\phi (A)\leq\phi (B)$ and (3) Countable subadditivity : $\phi (\bigcup_{i=1}^\infty A_j) \leq \sum_{j=1}^\infty \phi (A_j) $

Outer measure on $X$ is a function $ \phi : 2^X \rightarrow [0,\infty]$ defined on all subsets on $X$ that satisfies the following :

  1. $\phi ( \emptyset )=0$

  2. Monotonicity : $A\subset B$ implies $\phi (A)\leq\phi (B)$

  3. Countable subadditivity : $\phi (\bigcup_{i=1}^\infty A_j) \leq \sum_{j=1}^\infty \phi (A_j) $

This allows us to define the concept of measurability as follows : a subset $E$ of $X$ is $\phi$-measurable iff for every subset $A$ of $X$ $$ \phi(A) = \phi(A \cap E) + \phi(A \cap E^c)$$