Let $(\Omega, \mathcal B, \mu)$ be a measure space, and $f:\Omega\rightarrow \mathbb C$ a measurable function. Suppose $M:=\sup\left\{\mu(A)\mid 0<\mu(A)<\infty\right\}<\infty$. Show that for $0
Any hints please?
Chebyshev's inequality does not seem to help here.