I am trying to see a compact way of proving the following. Let's have a set $F\subseteq \mathbb R^n$ (basic properties can be assumed, e.g. closed, compact, etc), and consider the "tightened" set $$T(\delta) = \left\{x\,|\, B(x,\delta) \subseteq F,\,\, \forall\, x\in F \right\}$$ where $B(x,\delta)$ is a ball centred at $x$ and of radius $\delta$. Then I would like to prove that an inequality of the form: $$\mu(T(\delta)) \geq \mu(F) - c\delta$$ holds for some $c\geq 0$, $\delta$ small enough, where $\mu$ is a measure on $F$ (assume what is needed on $\mu$). This appears like it could be a standard result... Anyone has seen something like this before? It appears obviously true on "simple" sets $F$, and possibly false on pathological ones. Are there simple assumptions, and a simple proof of that result?
Thanks!