Integral of Integrable Function is Homogeneous

Theorem
Let $\left({X, \Sigma, \mu}\right)$ be a measure space.

Let $f: X \to \overline{\R}$ be a $\mu$-integrable function, and let $\lambda \in \R$.

Then:


 * $\displaystyle \int \lambda f \, \mathrm d \mu = \lambda \int f \, \mathrm d \mu$

where $\lambda f$ is the pointwise $\lambda$-multiple of $f$.