Let λ : D → (0, ∞] be a set function defined on the extended dyadic cubes D ⊂ R n satisfying a certain continuity property. We denote by H λ the general Hausdorff content. We define the fractional maximal function of a (signed) Radon measure µ byWe verify that the dual of the Choquet spaceand the dual of L p (H λ ), 1 < p < ∞, is the set of all Radon measures µ satisfying ∥M λ µ∥ L p ′ (H λ ) < ∞, p ′ = p p − 1 .