Question: Let 1 and 2 be two measures on ((, A) and suppose that f Xd (1 + 2) exists. Then f Xd i exist, i

Let μ1 and μ2 be two measures on ((, A) and suppose that f Xd (μ1 + μ2) exists. Then f Xd μi exist, i = 1, 2, and f Xd (μ1 + μ2) = f Xd μ1 + f Xd μ2.

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