Linear Combination of Integrals/Definite

Theorem
Let $f$ and $g$ be real functions which are integrable on the closed interval $\closedint a b$.

Let $\lambda$ and $\mu$ be real numbers.

Then:
 * $\displaystyle \int_a^b \paren {\lambda \map f t + \mu \map g t} \rd t = \lambda \int_a^b \map f t \rd t + \mu \int_a^b \map g t \rd t$