Before painting a room you should spackle the walls. This fills up small holes and cracks. My father is notorious for using enough spackle to appreciably diminish the room’s volume. (So says my mother. My father disagrees.) I put spackle on as if I were paying for it myself, using so little my father has sometimes asked when I’m going to put any on. I’ll get to mathematics in the next paragraph.
One of the natural things to wonder about a set — a collection of things — is how big it is. The “measure” of a set is how we describe how big a set is. If we’re looking at a set that’s a line segment within a longer line, the measure pretty much matches our idea of length. If we’re looking at a shape on the plane, the measure matches our idea of area. A solid in space we expect has a measure that’s like the volume.
We might say the cracks and holes in a wall are as big as the amount of spackle it takes to fill them. Specifically, we mean it’s the least bit of spackle needed to fill them. And similarly we describe the measure of a set in terms of how much it takes to cover it. We even call this “covering”.
We use the tool of “cover sets”. These are sets with a measure — a length, a volume, a hypervolume, whatever — that we know. If we look at regular old normal space, these cover sets are typically circles or spheres or similar nice, round sets. They’re familiar. They’re easy to work with. We don’t have to worry about how to orient them, the way we might if we had square or triangular covering sets. These covering sets can be as small or as large as you need. And we suppose that we have some standard reference. This is a covering set with measure 1, this with measure 1/2, this with measure 24, this with measure 1/72.04, and so on. (If you want to know what units these measures are in, they’re “units of measure”. What we’re interested in is unchanged whether we measure in “inches” or “square kilometers” or “cubic parsecs” or something else. It’s just longer to say.)
You can imagine this as a game. I give you a set; you try to cover it. You can cover it with circles (or spheres, or whatever fits the space we’re in) that are big, or small, or whatever size you like. You can use as many as you like. You can cover more than just the things in the set I gave you. The only absolute rule is you must not miss anything, even one point, in the set I give you. Find the smallest total area of the covering circles you use. That smallest total area that covers the whole set is the measure of that set.
Generally, measure matches pretty well the intuitive feel we might have for length or area or volume. And the idea extends to things that don’t really have areas. For example, we can study the probability of events by thinking of the space of all possible outcomes of an experiment, like all the ways twenty coins might come up. We find the measure of the set of outcomes we’re interested in, like all the sets that have ten tails. The probability of the outcome we’re interested in is the measure of the set we’re interested in divided by the measure of the set of all possible outcomes. (There’s more work to do to make this quite true. In an advanced probability course we do this work. Please trust me that we could do it if we had to. Also you see why we stride briskly past the discussion of units. What unit would make sense for measuring “the space of all possible outcomes of an experiment” anyway?)
But there are surprises. For example, there’s the Cantor set. The easiest way to make the Cantor set is to start with a line of length 1 — of measure 1 — and take out the middle third. This produces two line segments of length, measure, 1/3 each. Take out the middle third of each of those segments. This leaves four segments each of length 1/9. Take out the middle third of each of those four segments, producing eight segments, and so on. If you do this infinitely many times you’ll create a set that has no measure; it fills no volume, it has no length. And yet you can prove there are just as many points in this set as there are in a real normal space. Somehow merely having a lot of points doesn’t mean they fill space.
Measure is useful not just because it can give us paradoxes like that. We often want to say how big sets, or subsets, of whatever we’re interested in are. And using measure lets us adapt things like calculus to become more powerful. We’re able to say what the integral is for functions that are much more discontinuous, more chopped up, than ones that high school or freshman calculus can treat, for example. The idea of measure takes length and area and such and makes it more abstract, giving it great power and applicability.