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Jan 30, 2019 at 8:50 comment added user57888 That's a fair point. Both as a student and as a teacher, I first had full presentation of Lebesgue measure, and only then of Lebesgue integral, so I missed that point. Do you know whether the route you sketched is actually followed somewhere or is it just a hypothetical scenario? I believe that probabilists might want it this way.
Jan 30, 2019 at 5:21 history answered Nate Eldredge CC BY-SA 4.0