# Introductory measure theory textbook

I would like to teach myself measure theory and I am looking for a good introductory textbook at the advanced undergraduate or early graduate level. A reader-friendly text with plenty of examples would be ideal.

I would recommend Measures, Integrals and Martingales by Schilling. It starts out very basic with the notion of $\sigma$-algebras, measures and measurable mappings and also covers integration theory including the most commonly used covergence theorems. Further topics such as martingales, Radon-Nikodym's theorem and conditional expectations are also treated.