Let $M = (X, \mathcal{F}, \mu)$ be a D1158: Measure space such that
Let $[a, b] \subseteq [-\infty, \infty]$ be a D4658: Closed basic interval such that
(i) | $E \in \mathcal{F}$ is a D1109: Measurable set in $M$ |
(ii) | \begin{equation} \mu(E) < \infty \end{equation} |
(iii) | $f : X \to [-\infty, \infty]$ is an D1921: Absolutely integrable function on $M$ |
(i) | \begin{equation} a \overset{a.e.}{\leq} f \overset{a.e.}{\leq} b \end{equation} |
Then
(1) | \begin{equation} a \mu(E) \leq \int_E f \, d \mu \leq b \mu(E) \end{equation} |
(2) | \begin{equation} \int_E f \, d \mu = a \quad \iff \quad f \overset{a.e.}{=} a \end{equation} |
(3) | \begin{equation} \int_E f \, d \mu = b \quad \iff \quad f \overset{a.e.}{=} b \end{equation} |