Question: Please help me with this problem needed all parts and clearly explain please Problem 1. Recall that we constructed the Lebesgue measure on [0, 1].

Please help me with this problem needed all parts and clearly explain please

Please help me with this problem needed all parts and clearly explain

Problem 1. Recall that we constructed the Lebesgue measure on [0, 1]. Call it /jo,1). Notice that we could've done that for any interval [a, b]. 1. [Not to be turned in] Check for yourself that " = >-_Aqui+1) defines a o-finite measure on R. This is called the Lebesgue measure on R. 2. Show that this measure satisfies Fatou's lemma using Fatou's lemma for probability measures. 3. [Not to be turned in] Check for yourself that Fatou, MCT, and DCT for general measure spaces with o-finite measures using the same idea

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