If u is a nonnegative, additive function, then u is countably subadditive

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I'm trying to prove the following:

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I ran into a roadblock at the end. I can't use the assumption that \mu[\itex] is additive because we don't know that (\cup{A_k}) \cap A_{j + 1} = \emptyset[\itex].<br /> <br /> We do know that \mu(\cup_{k=1}^jA_k) + \mu(A_{j + 1} \leq \sum_{k=1}^{j+1}\mu(A_k)[\itex].
 
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You don't really need to worry about the intersection stuff. It's enough to note that a nonnegative additive function will be (finitely) subadditive.
 
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