Let $\lbrace F_n \rbrace$ be a sequence of sets in a $\sigma$-algebra $\mathcal{A}$. I want to show that $$m\left(\bigcup F_n\right)\leq \sum m\left(F_n\right)$$ where $m$ is a countable additive measure defined for all sets in a $\sigma$ algebra $\mathcal{A}$.

I think I have to use the monotonicity property somewhere in the proof, but I don't how to start it. I'd appreciate a little help.

Thanks.

**Added:** From Hans' answer I make the following additions. From the construction given in Hans' answer, it is clear the $\bigcup F_n = \bigcup G_n$ and $G_n \cap G_m = \emptyset$ for all $m\neq n$. So $$m\left(\bigcup F_n\right)=m\left(\bigcup G_n\right) = \sum m\left(G_n\right).$$ Also from the construction, we have $G_n \subset F_n$ for all $n$ and so by monotonicity, we have $m\left(G_n\right) \leq m\left(F_n\right)$. Finally we would have $$\sum m(G_n) \leq \sum m(F_n).$$ and the result follows.

Given a union of sets $\bigcup_{n = 1}^\infty F_n$, you can create a disjoint union of sets as follows.

Set $G_1 = F_1$, $G_2 = F_2 \setminus F_1$, $G_3 = F_3 \setminus (F_1 \cup F_2)$, and so on. Can you see what $G_n$ needs to be?

Using $m(\bigcup_{n = 1}^\infty G_n)$ and monotonicity, you can prove $m(\bigcup_{n = 1}^\infty F_n) \leq \sum_{n = 1}^\infty m(F_n)$.