The Carathéodory measure induced by
, where the set function
is given, is the restriction
of the induced outer measure
to the sigma-algebra
of
-measurable sets. Here
is a collection of subsets of a set
, and the outer measure
is induced by
.
Perhaps somewhat surprisingly, even though is a measure induced by the
set function
, it may not be the case that
is an extension of
. In the event that
does extend
,
is called the Carathéodory
extension of
.