Let \((X,\mu )\) be a (not necessarily finite) measure space and \(f\ge 0\) be a \(\mu \) integrable function. Prove that, for every \(\epsilon >0\), there exists a set \(E\subset X\) of finite measure such that \[ \int _E f\,d\mu >\int _X f\,d\mu -\epsilon . \]
Question
Math 6210 • Real Analysis
Fall 2018 • Question 2