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This week I saw the definition of a measurable set for an outer measure.

Let $\mu^*$ be an outer measure on a set $X$. We call $A \subseteq X$ measurable if $$\mu^*(E) = \mu^*(A\cap E) + \mu^*(A^c\cap E)$$ for every $E \subseteq X$.

This is not the first time I've seen this definition. Unlike most other things in mathematics, over time I have gained absolutely no intuition as to why this is the definition.

The only explanation I've ever seen is that a set is measurable if it 'breaks up' other sets in the way you'd want. I don't really see why this is the motivation though. One reason I am not comfortable with it is that you require a measurable set to break up sets which, according to this definition, are non-measurable; why would you require that? Of course, you can't say what a non-measurable set is without first defining what it means to be measurable so I suppose no matter what your condition is, it will have to apply to all subsets of $X$.

Is there an intuitive way to think about the definition of measurable sets? Is there a good reason why we should use this definition, aside from "it works"?

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2… –  Yuval Sep 7 '13 at 15:55

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