The term "measure" here are all refer to Lebesgue measure.
A is a measurable set in $\mathbb R^n$ with finite measure, the goal is to prove that there exists a real number $r$ with $m(A \cap\{x:x_n<r\})=m(A\cap\{x:x_n>r\})$, where $x=(x_1,...,x_n)$ in $\mathbb R^n$.
I've tried to prove that measure of finite measure sets is a continuous function and use intermediate value theorem. I've done this for closed cubes, but encountered some problem when trying to prove this for general measurable sets. Also, I was wondering if there's a simpler way to do this. Any help or hint are very appreciated.
What you want to achieve is equivalent to$${m(A \cap\{x:x_n<r\})\over m(A)}=\frac 12$$
To be able to use the IVT, it is enough to prove that $$\lim_\limits{r\to -\infty} m(A \cap\{x:x_n<r\})=0$$ and $$\lim_\limits{r\to +\infty} m(A \cap\{x:x_n<r\})=m(A)$$ but by symmetry any of these equalities will imply the other.
Now the second equality comes from the fact that the series $$\sum_\limits{k=-\infty}^\infty m(A\cap \{x:k<x_n\leq k+1\})$$
converges to $m(A)$ by the continuity from below, and the increasing function of $r$ $$m(A \cap\{x:x_n<r\})$$ can be sandwiched between partial sums of the above series.