Let $g$ be a measurable function on $[0,1]$. Suppose that $g$ is finite almost everywhere and let $\mu$ be the Lebesgue measure. Then for any $\epsilon >0$, there is a polynomial $h$, such that $ \mu\left(\{x: |g(x)-h(x)|>\epsilon \}\right) < \epsilon.$
Well, I know that there is a continuous function, say, $f(x)$ such that $|g(x)-f(x)|<\epsilon$ except on a set of measure less than $\epsilon.$ Now, since polynomials are a continuous functions, can I take $h(x)=f(x)$, and thus proving the above? If not, how to I go about proving it?