Suppose A⊂R. Let A1=A∩(a,∞) and A2=A∩(−∞,a]. Now we want to show that m∗(A1)+m∗(A2)≤m∗(A).
If m∗(A) is infinite we are done. So suppose that m∗(A)<∞. Now, let {In} be a collection of intervals such that
∑nℓ(In)≤m∗(A)+ε
And define
Jn=In∩(a,∞)Kn=In∩(−∞,a]
Then for each n, each of Jn,Kn are either an interval are empty and
A1⊂⋃nJn
A2⊂⋃nKn
ℓ(In)=ℓ(Jn)+ℓ(Kn)
Thus we have
m^*(A_{1}) + m^*(A_{2}) &\leq \sum_{n} m^*(J_{n}) + m^*(K_{n}) \\
&= \sum_{n} \ell(J_{n}) + \ell(K_{n}) \\
&= \sum_{n} \ell(I_{n}) \\
&\leq m^*(A) + \varepsilon
\end{align}$$
Then take $\varepsilon \to 0$ and we have the desired result.
$$\tag*{$\blacksquare$}$$