A4.3
Define the distribution function of a non-negative measurable function on the interval . Show that is a decreasing non-negative function on which is continuous on the right.
Define the Lebesgue integral . Show that if and only if almost everywhere.
Suppose that is a non-negative Riemann integrable function on . Show that there are an increasing sequence and a decreasing sequence of non-negative step functions with such that .
Show that the functions and are equal almost everywhere, that is measurable and that the Lebesgue integral is equal to the Riemann integral .
Suppose that is a Riemann integrable function on and that for all . Show that .
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