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Let $B := \prod_{i=1}^n (a_i,b_i) := \{(x_1,\cdots,x_n) \in \mathbb R^n \mid \forall i: x_i \in (a_i,b_i) \}$. Can someone help me to show that $B$ is a measurable set, i.e. that if $A \subseteq \mathbb R^n$ then $m^*(A) \geq m^*(A \cap B) + m^*(A \cap B^c)$ where $$ m^*(E) = \inf \left \{ \sum_{j=0}^\infty vol(B_j) : E \subseteq \bigcup_{i=0}^\infty B_i \text{ where } (B_i)_{i=0}^\infty \text{ at most countable } \right \} $$ and the $B_i$ have to be open boxes. Further is $vol(B) := \prod_{i=1}^n (b_i-a_i)$ for each open box $B$.

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    First see if you can do the case $n=1$.2012-12-29
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    Yes, I can :D How can I proceed after that ? Can I show that the Cartesian product is measurable ? I.e. $B = (a_1,b_1) \times \cdots \times (a_n,b_n)$ where each $(a_i,b_i)$ is measurable.2012-12-29
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    It would be nice to show that $(a,\infty)^n$ is measurable for all $a \in \mathbb R$.Then an open box $B$ is an intersection of finitly many boxes of the form $(a,\infty)^n$ but I already have proven that finite intersection preserves measurability.2012-12-29
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    It would be nice to show that $(a,\infty)^n$ is measurable for all $a \in \mathbb R$ and $(-\infty,a)^n$, too .Then an open box $B$ is an intersection of finitly many boxes of the form $(a,\infty)^n$ or $(-\infty,a)^n$ but I already have proven that finite intersection preserves measurability. (Edit of the above comment)2012-12-29
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    [For the case $n=1$](http://math.stackexchange.com/a/63044/8271)2012-12-29

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