TITLE: Convergence in metric and in measure
QUESTION [8 upvotes]: Let $\mu$ be a finite measure on $(X, A)$, with the semimetric 
$$ d(f,g) = \int \frac{|f-g|}{1+ |f-g|}d\mu$$
on all real-valued, A-measurable functions.
 Show that $$\lim_n d(f_n, f) = 0$$ holds iff 
$(f_n)$ converges to $f$ in measure. 
I know that convergence in mean implies convergence in measure but 
$ \int \frac{|f-g|}{1+ |f-g|}d\mu \leq   \int {|f-g|}d\mu $
and also 
$ \mu(\{x\in X\ : |f_n(x) - f(x) > \epsilon\}) \leq   \int {|f-g|}d\mu $. 
So I don't know what to do.

REPLY [6 votes]: First, a remark: the map $x\mapsto \frac x{1+x}$ is increasing over the set of non-negative real numbers, and is bounded by $1$. 
If $f_n\to f$ in measure, fix $\varepsilon$ and integrate over $\{|f_n-f|>\varepsilon\}$ and $\{|f_n-f|\leqslant \varepsilon\}$.
Conversely, if $d(f_n,f)\to 0$, then $\frac{\varepsilon}{1+\varepsilon}\mu\{|f_n-f|>\varepsilon\}\to 0$ (integrating over the set $\{|f_n-f|>\varepsilon\}$).