The original problem:
Let $\Omega$ be a countably infinite set, and let $\mathscr{F}$ be the field consisting of all finite subsets of $\Omega$ and their complements.
If $A$ is finite, set $\mu(A)=0$, and if $A^c$ is finite, set $\mu(A)=1$. Show that $\mu$ is finitely additive, but not countably additive.
I've proven the cases:
All $A_{n}$ are finite.
There exists an $A_{*}^{c}$ that is finite.
The last case I thought to include:
- All $A^{c}_{n}$ are finite.
Therefore, each $A_n$ is countably infinite. However, we assume that all $A$ are disjoint. Is this possible?
In other words, would there be some element that at least two sets have in common as $n \rightarrow \infty$ ?
Take $S_p = \{p,p^2,p^3,....\}$ where $p$ is a prime number.
It is clear that $S_{p_1} \cap S_{p_2} = \emptyset$ for $p_1 \neq p_2$ but each $S_p$ is countably infinite.