Let $\mu$ be Lebesgue measure on $\mathbb{R}$ , $\mathcal{M}$ be Lebesgue $\sigma-$ algebra and $f\in C_{c}\left(\mathbb{R}\right)$ (continuous with compact support). Suppose $f\geq0$ over $\mathbb{R}$ and
$${\displaystyle \int_{\mathbb{R}}fd\mu=1}$$
Let
$$\nu\left(E\right)={\displaystyle \int_{E}}fd\mu\qquad\forall E\in\mathcal{M}$$
Assume that $\nu$ is a positive measure. Which set be support of $\nu$ ?
Thank you in advanced.
The support of the measure $\nu$,
$$\DeclareMathOperator \spt{spt} \spt \nu := \{x \in \mathbb{R}; \forall \delta>0: \nu(B(x,\delta))>0\},$$
equals the support of the function $f$.
Proof: