I have a measure associated with a distribution function (but not necessarily a probability distribution function) on $\mathbb{R}$, namely
$\mu((a,b\rbrack)=F(b)-F(a)$.
Now, $F$ is not absolutely continuous, and therefore there exists a Lebesgue set $A$ such that $\mu(A)>0$. I need to prove that if $\lambda(A)=0$ and $\mu$ is $\sigma$-finite, then $\mu(A+x)=0$ for $x$ outside a set of Lebesgue measure $0$.
I have a hint that says to use Fubini's theorem, $\lambda$'s invariance under translations and reflection through $0$.
What I thought was that since $\lambda(A)=0$, it is possible to find $B=\cup_n I_n$ such that $A\subseteq B$ and $\lambda(B)<\epsilon$. But then I could cover $\mathbb{R}$ using translates of $B$ (that I'll call $B_x$). If $C=\{x\colon \mu(B_x)>0 \}$ has nonzero measure, and $\mu(\mathbb{R})>\infty$, a contradiction.
Is this the right approach? I don't see how to use the hints. Could someone please point me in the right direction?
Try this: compute $$ \int_{\mathbb R} \mu(A + x) d\lambda(x) = \int_{\mathbb R} \int_{\mathbb R} \chi_{A + x}(y) \, d\mu(y) d\lambda(x).$$ Measurability issues aside, Tonelli's theorem implies that this equals $$\int_{\mathbb R} \int_{\mathbb R} \chi_{A +x}(y) d\lambda(x) d\mu(y).$$ Since $$\chi_{A + x}(y) = 1 \iff y \in A + x \iff x \in -A + y \iff \chi_{-A + y}(x) = 1$$ you get $$\int_{\mathbb R} \chi_{A +x}(y) d\lambda(x) = \int_{\mathbb R} \chi_{-A + y}(x) d\lambda(x) = \lambda(-A + y) = \lambda(-A) = \lambda(A) = 0.$$ Hence $$\int_{\mathbb R} \mu(A + x) d\lambda(x) = 0$$ so that $\mu(A + x) = 0$ for $\lambda$ almost every $x$.