Hausdorff measure a radon measure

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Can someone help me to prove that the Hausdorff measure is a Radon measure (see here for Radon measure)? I do not know how to start, so I would be thankful for some advice.

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Notice that the Hausdorff measure $\mathcal{H}^s$ is a (non trivial) Radon measure on $\mathbb{R}^n$ if and only if $s=n$.