Answer on Question #54155 – Math – Real Analysis
If A is Lebesgue measurable subset of R of positive measure and 0<δ<λ(A), then show that there exists a measurable subset B of A satisfying λ(B)=δ.
Solution
Assume without loss of generality that λ is Lebesgue measure on R and λ(A)=1.
Define the function f:R→[0,1] by
f(x)=λ(A∩(−∞,x]),
where x∈R. It is continuous by the following inequality
∣f(x)−f(y)∣≤∣x−y∣,
where y∈R.
Since limx→−∞f(x)=0 and limx→+∞f(x)=1, there is a point x0∈R such that f(x0)=δ,
where 0<δ<1, i.e. 0<δ<λ(A).
Put B=A∩(−∞,x], hence B is a measurable subset of A satisfying λ(B)=δ, which was to be demonstrated.
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