Let $E \subset \mathbb{R}$ be measurable and $f: E \rightarrow \mathbb{R}$ measurable. Define the essential range of $f$ to be
$$ R_{f} = \{ x \in \mathbb{R}: \forall \epsilon > 0, m(f^{-1}(B(x, \epsilon ))) > 0 \} $$
where $B(x, \epsilon)$ is the ball (open interval) of radius $\epsilon$ around $x$.
The first part of the problem is to show that $R_{f}$ is closed, which I didn't have a problem with.
Then I need to show that if $f \in L^{\infty}(E)$, then $R_{f}$ is compact.
My idea is to show that $R_{f}$ is a subset of a compact set, and since a closed subset of a compact set is compact, then $R_{f}$ is compact.
I am thinking that because $f \in L^{\infty}(E)$, it is bounded a.e. on $E$, and hence $f(E)$ must be compact. And then $R_{f} \subset f(E)$... so it's compact?
I feel like I am missing something. Any thoughts would be appreciated.