Let \((X,\mathcal M)\) be a measurable space and \(\mu ,\nu \) two measures on it. Suppose that for every \(E\in \mathcal M\), \[ \mu (E)=0\quad \Rightarrow \quad \nu (E)=0. \] (a) Assuming \(\nu (X)<\infty \), prove that for every \(\epsilon >0\) there is \(\delta >0\) such that \[ \mu (E)<\delta \quad \Rightarrow \quad \nu (E)<\epsilon . \] You are not allowed to use the Radon-Nikodym theorem for this problem.
(b) Find an example where the above statement is false when \(\nu (X)=\infty \).