Some idea of Lebesgue measure has already been given in Chapler 4, in order to illustrate Fubini’s Theorem. The powerful convergence ‘theorems of Chapter 5 now give immediate proofs of the fundamental properties of this measure (Theorem 6.2.1). We could therefore go directly to a full discussion of Lebeague measure, but. we prefer to set ‘aside ono more section on the very fruitful idea of measurable function and to formulate the general definition of measure in terms of mesur- able functions. (An important reason for doing this will emerge when ‘we discuss the Daniell integral in the second volume.) One deficiency of our definition of measure is that it depends on the special frame of reference for Rand the fact that intervals all have their sides parallel to the ‘coordinate axes’. In $6.3 we show that Leheegne measure is invariant under all Euclidean transformations; in 90 doing we find that any linear mapping L multiplies the measure of any set by a con- stant (det Zj) and transforms integrals in a simple way (Theorem 6.32). In the last section this result is extended to give the famous Jacobian formula for the transformation of integrals in R*.