TITLE: Total variation of complex measure is finite
QUESTION [12 upvotes]: Let $\mu$ be a complex measure on a measurable space $(X, \Sigma)$.  Let $|\mu|$ be the total variation of $\mu$, defined by $|\mu|(E) = \sup \left\{ \sum_{j=1}^{\infty} |\mu(E_j)| : \{E_j\}_{j=1}^\infty\text{ is a pairwise disjoint, $\Sigma$-measurable partition of }E \right\}$.
I'm trying to show that $|\mu|(X) < \infty$.  I know this is a very common result in most measure theory texts, but I don't have one on hand that deals with complex measures; and I'm having difficulty coming up with the proof.  If anyone could give me a hint to start with, it would be greatly appreciated.
EDIT:
Note here I'm taking a complex measure to be a countably additive set map $\mu: \Sigma \to \mathbb{C}$ and hence $|\mu(E)| < \infty$, for every $E \in \Sigma$.

REPLY [5 votes]: Hint: first write $\mu$ as $\mu_1+i\mu_2$ with $\mu_1,\mu_2$ real signed measures, and then apply Hahn decomposition theorem to $\mu_1,\mu_2$.