=+if u ≤x ≤u, u x. There is an analogue in which Lebesgue measure is replaced by a general probability measure u: If f is nonnegative and integrable with respect to u, then as h 10, 1

(31.36)

f(t)p(dt) -f(x)

«(x-h,x+h) (x-h.x+k]