I think I managed modifying the proof so that it can be carried out with outer measures. This equation
acarchau said:
m(X) = \sum_{i\in A} m(X\cap O_i)
would require measure, but outer measure has the property
<br />
m^*(\bigcup_{n=1}^{\infty} A_n) \leq \sum_{n=1}^{\infty} m^*(A_n)<br />
which is enough for the proof.
So if there is X\subset [0,1] with the property m^*(X\cap [0,t])=t/2 for all 0<t<1, then let \epsilon >0 be arbitrary. By definition of the outer measure, and by the fact that if two open intervals are not disjoint, then they together are one interval, there exists a sequence of open intervals ]a_k,b_k[, k=1,2,3,\ldots, so that
<br />
X\subset \bigcup_{k=1}^{\infty}\; ]b_k,a_k[<br />
and
<br />
\sum_{k=1}^{\infty} (b_k-a_k) \leq m^*(X) + \epsilon.<br />
Then
<br />
X = \bigcup_{k=1}^{\infty} \big(X\cap \;]b_k,a_k[\big)<br />
so that by the property mentioned earlier we get
<br />
m^*(X) \leq \sum_{k=1}^{\infty} m^*(X\cap\; ]b_k,a_k[) = \sum_{k=1}^{\infty} \frac{b_k-a_k}{2} \leq \frac{1}{2}(m^*(X) \;+\; \epsilon).<br />
Isn't this right now too?
hmhmh... I see some little difficulties. The equation
<br />
m^*(X\cap \;]b_k,a_k[) = \frac{1}{2}(b_k-a_k)<br />
requires some explanation, and it could happen that some of these intervals go outside the [0,1]... but these don't look fatal problems.