Let $s, \delta \in (0,1)$. Consider the outer measure on $\mathbb{R}$, $\mu^s_{\delta}$, defined by \begin{align*} \mu^s_{\delta}(E):=\inf \left\{\sum_{j}\left|I_{j}\right|^s: E \subset \cup_{j} I_{j}: I_{j} \text { closed intervals }, |I_j|\leq\delta\right\}. \end{align*} For an interval $I \subset \mathbb{R}$, $|I|$ denotes the length of $I$. I want to prove that if $E$ is an interval and $\delta< |E|$, then \begin{align*} \mu^s_{\delta}(E) \geq \delta^{s-1}-\delta^s. \end{align*} I wonder how to approach this problem, thanks.