I have searched a lot but I am unable to get its proof from any where.Can any one help me with its proof.I know what a measurable set is and also many of its application but at this I am just stuck
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What is your definition of a measurable set? – May 31 '15 at 14:56
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This statement is false for a general measure. Consider lebesgue measure restricted to the $\sigma$ algebra $\{\phi, \mathbb{R}\}$. Then singletons are not measurable.
However, say you are trying to prove this for lebesgue measure with its full $\sigma$ algebra. You could go about the proof in the following way:
1) Use properties of the sigma algebra to show singletons are measurable.
2) Use properties of the sigma algebra to show this implies countable sets are measurable.

muaddib
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