Let $S$ be a noetherian ring and $M$ a finitely generated $S$-module. There exists a filtration by submodules
$$0=M_0 \subseteq M_1\subseteq \cdots \subseteq M_r=M.$$
I want to show that for any prime ideal $P$, $\mathrm{Ann}(M) \subseteq P \iff \mathrm{Ann}(M_i/M_{i-1}) \subseteq P$ for some $1\le i\le r$. I did "if", but I can't show "only if".