If $E$ is Lebesgue measurable, show that there exists a closed set $F$ with $F \subset E$ and $m(E\setminus F)<\epsilon$

Just having trouble with this problem. First, it says to prove that if $E$ is Lebesgue Measurable, and $\epsilon>0$ is arbitrary, then there is an open $O$ such that $E \subset O$ and $m(O\setminus E)<\epsilon$. Now for this part, since $E$ is Lebesgue measurable, I was able to take the definition of being Lebesgue outer measurable (the infimum of open coverings of $E$) and easily construct $O$ from that, and it works out.

But now I want to show that there is an $F$ closed with $F \subset E$ and $M(E\setminus F)<\epsilon$. The problem is, I can't figure out how to construct this $F$! The idea seems obvious intuitively, but I feel like I am given no tools for constructing a closed subset of an arbitrary set that satisfies these conditions. Am I missing something obvious here?

Thanks!!


If $E$ is measurable, then its complement $E^\complement$ is also measurable and we can find an open set $W$ so that $E^\complement \subset W$ and $m(W - E^\complement) < \varepsilon$. Let $F = W^\complement$ be a closed set. Since $E^\complement \subset W$, we have $F \subset E$. Moreover, $W-E^\complement = E-F$. Hence $m(E-F) < \varepsilon$.