I want to make more practice about how can find the integral with respect to counting measure and Dirac measure.
Any suggestion will be appreciated
I want to make more practice about how can find the integral with respect to counting measure and Dirac measure.
Any suggestion will be appreciated
Let us start with the Dirac measure. Let $\delta_a(A)=0$ if $a\not\in A$ and $\delta_a(A)=1$ if $a\in A$. Then $$\int_X f\text{d}\delta_a=\int_{X\setminus\{a\}}f\text{d}\delta_a+\int_{\{a\}}f\text{d}\delta_a=0+\int_{\{a\}}f(a)\text{d}\delta_a=f(a)\int_{\{a\}}\text{d}\delta_a=f(a)$$
Now try to compute the integral wrt. the counting measure. Hint: $$\int_X f\text{d}(\mu+\nu)=\int_X f\text{d}\mu+\int_X f\text{d}\nu.$$