Let $\mathcal{F}\subseteq\mathcal{P}(X)$ an algebra. Then for all sequence $\{E_k\}\subseteq\mathcal{F}$ exists a disjoint sequence $\{F_k\}\subseteq\mathcal{F}$ such that
1) $F_k\subseteq E_k$ for all $k\in \mathbb{N}$
2) $\bigcup_{k=1}^{+\infty} E_k=\bigcup_{k=1}^{+\infty} F_k$.
It is sufficient to consider the sequence \begin{align} F_1& =E_1 \\ F_n & =E_n\setminus \bigcup_{k=1}^{n-1} E_k. \end{align} Now, we observe that \begin{equation} \bigcup_{k=1}^{n} E_k=\bigcup_{k=1}^{n} F_k. \end{equation} At this point how can I conclude 2) ?
Thanks!
I don't think the equality of the finite unions is actually a useful step along the way.
Instead, prove $\bigcup E_k\subseteq\bigcup F_k$ and $\bigcup F_k\subseteq\bigcup E_k$ separately by considering an arbitrary element of the left side and showing it must be on the right side too.
There's no need to make it an indirect proof.