The (pre-)measure of a set is no more than the sum of the (pre-)measures of the elements of a covering for that set/Statement

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Statement

Suppose that μ is either a measure (or a pre-measure) on the σ-ring (or ring), R then[1]:

  • for all AR and for all countably infinite or finite sequences (Ai)R we have:
    • AiAiμ(A)iμ(Ai)

Note: this is slightly different to sigma-subadditivity (or subadditivity) which states that μ(iAi)iμ(Ai) (for a pre-measure, we would require iAiR which isn't guaranteed for countably infinite sequences)

References

  1. Jump up Measure Theory - Paul R. Halmos