This is a homework problem that seems overly simple and because of that I am having doubts. The problem statement:
If $E \in \mathcal{L}$ and $m(E) > 0$, for any $\alpha < 1$ there is an open interval $I$ such that $m(E \cap I) > \alpha m(I)$.
Here, $\mathcal{L}$ denotes the space of Lebesgue measurable sets. We have the following theorem:
Theorem: If $E \in \mathcal{L}$, then $$\begin{align*} m(E) &= \inf\{m(U)\ \mid\ U \supset E,\ U\ \textrm{open}\}\\ &= \sup\{m(K)\ \mid\ K \subset E,\ K\ \textrm{compact}\} \end{align*}$$
My work:
By the above theorem, $m(E) = \sup\{m(K)\ \mid\ K \subset E\}$ for $K$ compact. Then, for some $K \subset E$, $m(K) > 0$, which implies $K$ is nonempty and hence $E \cap K$ is nonempty. Choose $I$ to be the interior of some connected component of some such $K$. Then, $\mu(I) > 0$, and since $\alpha < 1$, we have $\alpha m(I) < m(I)$. But since $I \subset K \subset E$, then $E \cap I = I$, so $\alpha m(I) < m(E \cap I)$.
Is this right?