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Hahn-Jordan Theorem

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Theorem
MeasureTheory

Let μ\mu be a signed measure on (X,F)(X,\mathcal{F}). Then μ+,μ\mu^{+},\mu^{-} the positive and negative signed measures are also measures on (X,F)(X,\mathcal{F}) and μ=μ+μ\mu=\mu^{+}-\mu^{-}