Let $X$ be a compact metric space with a Probability Borel measure $\mu$. Let $C$ be any Borel subset of $X$. Then for any small positive number $a$, we can find compact set $K$ such that $K$ is subset of C and $\mu(C\setminus K).
Why is it so?
Let $X$ be a compact metric space with a Probability Borel measure $\mu$. Let $C$ be any Borel subset of $X$. Then for any small positive number $a$, we can find compact set $K$ such that $K$ is subset of C and $\mu(C\setminus K).
Why is it so?