Let
be a collection of subsets of a set
,
a set function,
and
the outer measure induced by
. The measure
that is the restriction of
to the sigma-algebra
of
-measurable sets is called
the Carathéodory measure 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
.