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By measure I mean a set function $\mu:\mathscr{P}(X)\rightarrow[0,\infty]$ which is

  1. $\mu(\emptyset)=0$.

  2. Subadditive: $\mu(A\cup B)\leq\mu(A)+\mu(B)$.

  3. Fatou's lemma: $\mu(\liminf_{n}E_{n})\leq\liminf_{n}\mu(E_{n})$.

Note that the Fatou's lemma entails the countably subadditivity as well: \begin{align*} \mu\left(\bigcup_{n}E_{n}\right)\leq\sum_{n}\mu(E_{n}). \end{align*}

Also note that I do not assume the additivity that $\mu(A\cup B)=\mu(A)+\mu(B)$ for disjoint sets $A,B$.

Assuming that $\mu$ is nonatomic in the sense that if $\mu(E)>0$ then there is an $F\subseteq E$ such that $\mu(E)>\mu(F)>0$, then can we deduce that for every $0<t<\mu(E)$, there is an $F\subseteq E$ such that $\mu(F)=t$?

If you look at this post, the very crucial step uses additivity property in completing the proof. So I wonder if there is any counterexample for my guess.

user284331
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