Wikipedia states that the Haar measure on a compact group is a mean (and that every compact group is amenable). But, obviously, the Haar mesure on the group of unit quaternions cannot be defined on every subset, else the Banach-Tarski paradox would not happen. What am I missing?



Are all compact groups amenable ?
The definition of a mean for a locally compact group is *not* a finitely additive measure defined on the entire power set of $G$---that definition is only correct for discrete $G$. See [the wikipedia article](http://en.wikipedia.org/wiki/Amenable#Definition_for_locally_compact_groups) for the correct definition. Indeed, the definition given there refers to the Haar measure, so is easily seen to hold in the compact case.


For indiscrete $G$ there will typically be non-measurable subsets; of course, the pieces that appear in the Banach--Tarski paradox are non-measurable.


