(adsbygoogle = window.adsbygoogle || []).push({}); 1. The problem statement, all variables and given/known data

Let [itex](X,\mathcal{B},\mu)[/itex] be a measure space and [itex]g[/itex] be a nonnegative measurable function on [itex]X[/itex]. Set [itex]\nu (E)=\int_{E}g\,d\mu[/itex]. Prove that [itex]

\nu[/itex] is a measure and [tex]\int f\, d \nu =\int fg\,d\mu[/tex] for all nonnegative measurable functions [itex]f[/itex] on [itex]X[/itex].

3. The attempt at a solution

I'm basically at a total loss on how to start this. I'll keep working on it tonight, and will add to it as I go.

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# Measure Theory Question

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