Reading chapters 4 and 5 in McDonnald & Weiss

Here are three ways to read Chapters 4 and 5:

• The obvious way: read chapter 4 first and then chapter 5.
• The quick way: read only chapter 5 but refer back to 4 when ever a proof from 4 is needed. Finally read Theorem 4.9. This is the way closest to what we will do in the lectures.
• The best but slightly longer way: read the sections in this order 5.1, 5.2, 4.1, 5.3, 4.2, 5.4, 4.4. This way emphasizes how the Lebesgue integral on the real line is a special case of the general construction. It is the most complete way, but does require reading essentially the same thing  twice sometimes.