Aaagain, I fail to understand the trivial:
Using compactness argument it is straightforward to show: $$\lambda^{*}([a,b]) \geq b-a$$ And everything is OK.
But, regarding $\lambda^{*}([a,b]) \leq b-a$, Cohn says:
For any closed bounded interval $[a,b] \subset \mathbb{R}$ it is easy to see that $\lambda^{*}([a,b]) \leq b-a$ (cover $[a,b]$ with sequences of open intervals in which the first interval is barely larger than $[a,b]$, and the sum of the lengths of the other intervals is very small).
From this hint I should be able to arrive at $\lambda^{*}([a,b]) < b-a + \epsilon$, for arbitrary $\epsilon >0$, but I don't understand how..
Help?