For a vector measure ν having values in a real or complex Banach space and p ∈ [1, ∞), we consider L p (ν) and L p w (ν), the corresponding spaces of p-integrable and scalarly p-integrable functions. Given μ, a Rybakov measure for ν, and taking q to be the conjugate exponent of p, we construct a μ-Köthe function space E q (μ) and show it is σ -order continuous when p > 1. In this case, for the associate spaces we prove that L p (ν) × = E q (μ) and E q (μ) × = L p w (ν). It follows that L p (ν) * * = L p w (ν). We also show that L 1 (ν) × may be equal or not to E ∞ (μ).