Integral of a simple function (measure theory)/Definition
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Quickly written. Needs to go something like "using every simple function has a standard representation" and then showing that the integral is the same for each standard representation is what needs to be done
Definition
For a simple function in its standard representation, say f:=∑ni=0xi1Ai then the μ-integral, Iμ:E+→R is[1]:
- Iμ(f):=n∑i=1xiμ(Ai)∈[0,∞]
Note that this is independent of the particular standard representation of f.