I wrote this LaTeX file with TexMaker and I don't know why there is no index in the PDF file. Please tell me where I'm wrong.
\documentclass[10pt,twoside,a4paper]{book}
\usepackage{amsmath}
\usepackage{amsfonts}
\usepackage{amssymb}
\usepackage{makeidx}
\author{A H}
%define the title
\title{Modern Real Analysis}
\makeindex
\begin{document}
%generates the title
\maketitle
%insert the table of contents
\tableofcontents
\chapter{Measure Theory}
In this chapter we introduce new definitions .....
\section{Summery}
\chapter{Topologycal Aspects}
The Riesz Representation Theorem and \index{Regular Borel measures} are most important things in this chapter ....
\section{Summery}
\chapter{Lebesgue measure in $\mathbb{R}^{n}$}
This part want generalized ....
\section{Summery}
Page2 : \index{Alpha}
\printindex
\end{document}
pdflatexfollowed bymakeindexand thenpdflatex. I am unable to try your sample MWE as it contains spurious characters that result in compile errors. – Peter Grill Nov 23 '12 at 8:07