1. The problem statement, all variables and given/known data Problem 5 of http://www.math.northwestern.edu/graduate/prelims/anal-f06.pdf 2. Relevant equations 3. The attempt at a solution So I've managed to prove it's true if F is an open set. However, I don't know how else to proceed. I tried setting [tex] \mu (F) = m( \cup_n F + a_n [\tex] (where m is lebesgue measure) but I discovered it it wasn't necessarily a measure. I just want some hints, that's all.