Let $f$ be a function which is in $L^p = L^p((0, 1), \lambda)$ for each $p \ge 1$, where $\lambda$ is the Lebesgue measure on the interval $(0, 1)$. Give an example of such a function which is not in $L^\infty = L^\infty((0, 1), \lambda)$. Prove that if there is a constant $C$ so that $\|f\|_p \le C$ for all $p \ge 1$, then $f \in L^\infty$.
Does this work?
a) $f(x) = |\log(x)|^p$
b) $\lim_{p\to \infty} \|f\|_p= \|f\|_\infty \le C$ so $f \in L^\infty$.
(proof can be found here)