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Borel measure

In mathematics, the Borel algebra is the smallest σ-algebra on the real numbers R containing the intervals, and the Borel measure is the measure on this σ-algebra which gives to the interval [a, b] the measure b - a (where a < b).

The Borel measure is not complete, which is why in practice the complete Lebesgue measure is preferred: every Borel measurable set is also Lebesgue measurable, and the measures of the set agree.



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