Prove if f is a nonnegative measurable function, then there exists an increasing sequence (ϕn) of simple functions that converges pointwise to f.

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Simple Approximation Theorem: An extended real-value function f on a measurable set E is measurable if and only if there is a sequence {ϕn} of simple functon on E which converges pintwise on E to and has the property that 

n| ≤ |f| on E for all n.

If f is nonnegative, we may choose {ϕn} to be increasing.

 

Prove if f is a nonnegative measurable function, then there exists an increasing sequence (ϕn) of simple functions that converges pointwise to f.

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