If f(x) > 0 for all x S and is -finite, then S f d
Question:
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.]
Section 2.3
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Related Book For
Testing Statistical Hypotheses
ISBN: 9781441931788
3rd Edition
Authors: Erich L. Lehmann, Joseph P. Romano
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