I was wondering if somebody could help me out with a solution for the following problem (taken from Royden's Real Analysis, 4e. (ch. 2.4, prob. 18):
Let $E$ have finite outer measure. Show that there is an $F_\sigma$ set $F$ and a $G_\delta$ set $G$ such that $F \subset E \subset G$ and $m^*[F]=m^*[E]=m^*[G]$.
So far I constructed a candidate set $G$ (for each $n \in \mathbb{N}$ there is a countable open interval cover $\{ I_{n,k} \}$ such that $\Sigma_k \ \ell(I_{n,k}) < m^*[E] + \frac{1}{n}$; then set $G:=\cap_n \cup_k I_{n,k}$). Since $G$ is measurable, I can approximate it with an $F_\sigma$ set $F \subset G$ such that $m^*[F]=m^*[G]$, but of course there is no guarantee that $F \subset E$. Is there anyway to salvage this proof by toying with $F$ so that $F \subset E$ but still remains an $F_\sigma$ set? Or should I approach another way?
Thanks in advance for any help!