In Sheldon Axler's Measure Theory book, I came across this problem -
Suppose $A \subset \mathbb{R}$ and $|A| < \infty$. Prove that $A$ is Lebesgue measurable if and only if for every $\epsilon > 0$ there exists a set $G$ that is the union of finitely many disjoint bounded open intervals such that $|A \setminus G| + |G \setminus A| < \epsilon$.
Here, $|A|$ stands for the outer measure of $A$.
The definition of Lebesgue measurable sets are as follow -
$A$ is Lebesgue measurable iff -
For each $\epsilon > 0$, there exists a closed set $F \subset A$ with $|A \setminus F| < \epsilon$.
There exists a Borel set $B \subset A$ such that $|A \setminus B| = 0$.
For each $\epsilon > 0$, there exists an open set $G \supset A$ such that $|G \setminus A| < \epsilon$
There exists a Borel set $B \supset A$ such that $|B \setminus A| = 0$
I have proved the $\implies$ part, but I am stuck in the converse part. Any help is appreciated.