The layer-cake representation with gives
For each , split
Since and the maximal operator is sublinear,
The weak Hardy-Littlewood maximal inequality therefore gives
Substitution into the distribution formula and another application of Tonelli theorem yield
Thus the Strong Lp bound for the Hardy-Littlewood maximal function holds with
Approximate in by continuous . The limsup local oscillation of is bounded by the maximal function of plus the vanishing oscillation of . The weak Hardy-Littlewood maximal inequality makes the exceptional set have measure at most ; let the approximation error tend to zero.