$\forall \epsilon >0, \exists \sigma >0$ such as : $ [\forall A\in F : P(A)<\sigma ]\Rightarrow [\int_A |x| dP $

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Let $(\Omega, F,P) $ be probability space.

If $X\in L^1(\Omega)$ , show that: $\forall \epsilon >0, \exists \sigma >0$ such that: $$ [\forall A\in F : P(A)<\sigma ]\Rightarrow [\int_A |x| dP $$