This book introduces a beginning graduate student in Mathematics to the essentials of measure theory. This theory extends the notion of the length of an interval to more general notions of the size of a set. These ideas are then used to build abstract versions of integration theory. We discuss how to build many such measures, Lebesgue and Lebesgue-Stieljes Integration and include a lengthy treatment of classical Riemann and Riemann-Stieljes integration tools
as these are covered very incompletely these days.