How to remap caps-lock to escape

Create a file at ~/.xmodmap with the following content:

! -*- coding: utf-8 -*-
! 2014-09-10
! make caps lock do escape
! from http://xahlee.info/

! keycode   9 = Escape NoSymbol Escape
! keycode  66 = Caps_Lock NoSymbol Caps_Lock

clear Lock
keycode 66 = Escape NoSymbol Escape
Now, run this line in terminal:

xmodmap ~/.xmodmap