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Why may we assume that each interval in $\mathcal{F}$ is contained in $\mathcal{O}$? What warrants this reduction?
Why is statement (4) true? If $x \in E - \bigcup_{k=1}^n I_k$, then $x \in E$ and $x \notin I_k$ for every $k=1,...,n$. Given some $\epsilon > 0$, there exists $I \in \mathcal{...