Let K be a sequential covering class of X, and let λ:K→[0,+∞] be such that λ(∅)=0. For each A⊆X, let μ∗(A):=inf{k=1∑∞λ(Ek):(Ek)k≥1⊆K s.t. A⊆k=1⋃∞Ek}then μ∗ is an outer measure on X. # Theorem (437) For any interval I=∣a,b∣⊂R let l(I)=b−a denote its length. For any subset E⊂R we define the Lebesgue Outer Measure as: λ∗(E)=inf{k=0∑∞λ(Ik):(Ik)k∈N∈RI & E⊂k=0⋃∞Ik}∀A∈P(X).
Intuition
You can see here the reason why it is called the “outer” measure as we’re kinda squeezing the cover of E from the outside until its close enough to be pretty much the measure of E.