This textbook leads the reader by easy stages through the essential parts of the theory of sets and theory of measure to the properties of the Lebesgue integral. The first part of the book gives a general introduction to functions of a real variable, measure, and integration, while the second part treats the problem of inverting the derivative of continuous functions, leading to the Denjoy integrals, and studies the derivates and approximate derivates of functions of a real variable on arbitrary linear sets. The author considers the presentation of this second part as the main purpose of his book.