A Property of set with finite measure

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ntsivanidis
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Homework Statement



If E has finite measure and [tex]\epsilon[/tex]>0, then E is the disjoint union of a finite number of measurable sets, each of which has measure at most [tex]\epsilon[/tex].

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The Attempt at a Solution


I proceeded by showing that by definition of measure, there is a finite group of open sets [tex]O_i[/tex] that contain E, whose union has the same measure (and contains E). By taking their closure, by compactness each has an open cover of [tex]\epsilon[/tex] neighborhoods of a finite number of points. The union of these, within each [tex]O_i[/tex] and then across all [tex]O_i[/tex], contains E.

My problem is i)to ensure the finite number of subsets are disjoint, and ii) to ensure that the union of these sets is equal to E.

Thanks!
 
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Then why don't you take the intersections of your sets with E and then differences and intersections of the sets themselves?