We define a characteristic function, , on a set of points on by
Let be a step functions taking the (constant) value on the th open subinterval of a partition of . Prove that for each , we have
Proof. First, we note that the open subintervals of some partition of are necessarily disjoint since . Hence, if then for exactly one .
So, we have
for all , and for any . Further, by definition of , we know if . So,