Let $E = \{x_1, x_2, \ldots, x_n, \ldots\}$ be an infinite countable set. We denote $\mathscr{M}(E)$ the set of probability measures on $E$. We denote $\mathscr{P}(E)$ the set of subsets of $E$. Let $\mathscr{B}(\mathscr{P}(E), \mathbb{R})$ be the $\mathbb{R}$-vector space of bounded functions from $\mathscr{P}(E)$ to $\mathbb{R}$. If $f \in \mathscr{B}(\mathscr{P}(E), \mathbb{R})$, we set $\|f\| = \sup\{|f(A)|, \; A \in \mathscr{P}(E)\}$. Show that $\mathscr{M}(E)$ is a subset of $\mathscr{B}(\mathscr{P}(E), \mathbb{R})$.
Let $E = \{x_1, x_2, \ldots, x_n, \ldots\}$ be an infinite countable set. We denote $\mathscr{M}(E)$ the set of probability measures on $E$. We denote $\mathscr{P}(E)$ the set of subsets of $E$. Let $\mathscr{B}(\mathscr{P}(E), \mathbb{R})$ be the $\mathbb{R}$-vector space of bounded functions from $\mathscr{P}(E)$ to $\mathbb{R}$. If $f \in \mathscr{B}(\mathscr{P}(E), \mathbb{R})$, we set $\|f\| = \sup\{|f(A)|, \; A \in \mathscr{P}(E)\}$. Show that $\mathscr{M}(E)$ is a subset of $\mathscr{B}(\mathscr{P}(E), \mathbb{R})$.