I am reading Rudin's book Real and Complex Analysis, and I have a question about:
If $f$ is non-negative measurable function, $E$ is a measurable set and $c$ is a constant $0 \leq c < \infty$, then $\int_E cfd\mu =c \int_E f d\mu $.
Is there a reason why $c$ cannot be equal to $\infty$?