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 \mu-integral, I_\mu:\mathcal{E}^+\rightarrow\mathbb{R} is[1]:
- I_\mu(f):=\sum^n_{i=1}x_i\mu(A_i)\in[0,\infty]
Note that this is independent of the particular standard representation of f.