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I always believed that $\int_{[0,1]} f(x,y)\,dx = 0$ (for all $y$) implies $\int_{[0,1]^2} f = 0$ by Fubini-Tonelli. However, in this upvoted answer here it says the opposite.

So in particular, you shouldn't believe that $\int_{[0,1]^2} f = 0$ follows from $\int_{[0,1]} f(x,y)\,dx = 0$ for every $y$ and $\int_{[0,1]} f(x,y)\,dy = 0$ for every $x$ (take $f$ to be the characteristic function of this $E$).

Can someone clarify?

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