Examples
Consider a nonnegative measure ν on the space (X, Σ) and a measurable function f:X→ R such that
Then, a finite signed measure is given by
for all A in Σ.
This signed measure takes only finite values. To allow it to take +∞ as a value, one needs to replace the assumption about f being absolutely integrable with the more relaxed condition
where f−(x) = max(−f(x), 0) is the negative part of f.
Read more about this topic: Signed Measure
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