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This is one of those things that I'm pretty sure is true (and vaguely recall the statement from a class or textbook) but can't seem to find quick verification on the internet.

Say we have a measure space $(\mu, \mathbb{B},X)$. Let $f\geq 0$ be a measurable function. If we define $\lambda(E)=\int_E f\,d\mu$ for $E\in\mathbb{B}$, then is $\lambda$ another measure on $(\mathbb{B},X)$?

I guess above, I should say, if $\mu$ is a positive measure, then is $\lambda$ also a positive measure the way it's defined?

What if $f$ isn't necessarily nonnegative? We clearly won't get a positive measure $\lambda$, but is $\lambda$ still a signed measure?

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    Yes, if $f$ is locally integrable.2017-01-31

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