I am curious if this is a valid inequality:
$|\int_Xfg dx| \leq M|\int_Xgdx|$
Where $f,g$ are integrable functions and $M=\sup_X|f|$. Here was my (quick) proof:
$|\int_X fg dx| \leq \int_X |fg| dx \leq \int_X|f||g|dx \leq M\int_X|g|dx$
Is this valid? And if it is, would it hold if $X=\mathbb{R}$?
Hint: Consider $f(x) = g(x) = x$ on $[-1, 1]$.