Monotonicity of measure

2.1.1 - Real Analysis: Royden

  1. Let m be a set function defined for all sets in a σ-algebra A with values in [0,). Assume m is countably additive over countable disjoint collections of sets in A. Prove that if A and B are two sets in A with AB, then m(A)m(B). This property is called monotonicity.

Proof:

Note that

B=A˙(BA)

and thus

m(B)=m(A)+m(BA)m(A)