If $E$ is Lebesgue measurable in $\mathbb{R}^n$ and $I=[a,b]$ how do I show that $E\times I$ is measurable in $\mathbb{R}^{n+1}$?
Jonas:
I'm using $\mu^*(E)=\inf \{ \sum \mathrm{Vol}(I_k) \mid E\subseteq \cup I_k\}$ and for every $\epsilon \gt 0$ there exists an open set $G$ containing $E$ such that $\mu^*(G-E)\lt\epsilon$ ($\mu^*$ is the outer measure).
I tried using the first definition since I think it would be easier, but I don't know how to make it fit together.