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Kindayr
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Homework Statement
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].
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.