Let T be a bounded operator on Lp‐space, with 1 ≤ p < ∞. A theorem of W. B. Johnson and L. Jones asserts that after an appropriate change of density, T actually extends to a bounded operator on L2. We show that if 𝒯 ⊂ B (Lp) is an R‐bounded set of operators, then the latter result holds for any T ∈ 𝒯 with a common change of density. Then we give applications including results on R‐sectorial operators.