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Exercise 1.2.26 (Lebesgue outer measure is not additive)
Show that there exist disjoint bounded subsets of the real line such that
Answers
Consider the sets and from the proof of Proposition 1.2.18. From the countable sub-additivity and translation invariance we have
We have demonstrated that which contradicts to the first case . Thus, (maybe small). Pick an large enough so that . If were finitely additive, then for a subset such that we would have the result
But is a subset of which has outer measure of at most 3. This contradicts monotonicity, and we conclude that is not (finitely) additive.