Definition:Integral of Integrable Function over Measurable Set

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Definition

Let $\struct {X, \Sigma, \mu}$ be a measure space, and let $E \in \Sigma$.

Let $f: X \to \overline \R$ be a $\mu$-integrable function.


Then the $\mu$-integral of $f$ over $E$ is defined by:

$\displaystyle \int_E f \rd \mu := \int \chi_E \cdot f \rd \mu$

where:

$\chi_E$ is the characteristic function of $E$
$\chi_E \cdot f$ is the pointwise product of $\chi_E$ and $f$
the integral sign on the right hand side denotes $\mu$-integration of the function $\chi_E \cdot f$.


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