If f (x) > 0 for all x S and is -finite, then S

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If f (x) > 0 for all x ∈ S and μ is σ-finite, then 

S f dμ = 0 implies

μ(S) = 0.

[Let Sn be the subset of S on which f (x) ≥ 1/n. Then μ(S) ≤ μ(Sn) and

μ(Sn) ≤ n



Sn f dμ ≤ n



S f dμ = 0.]

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Testing Statistical Hypotheses Volume I

ISBN: 9783030705770

4th Edition

Authors: E.L. Lehmann, Joseph P. Romano

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