If $[a,b] \subseteq (a_1, b_1)\cup\cdots\cup(a_n, b_n)$, show that there is a partition $P = \{x_0, . . . , x_m\}$ of $[a, b]$ such that each interval $[x_{j−1}, x_j ]$ is contained in $(a_i, b_i)$ for some index $i = i(j)$.
So I am trying to prove this, but I'm having a hard time just intuitively seeing that it is true. Is there a certain rule that the $(a_i,b_i)$'s must follow? As all of $[a,b]$ could be a subset of $(a_i,b_i)$ for some $i$ or $(a_i,b_i)\cap[a,b]$ could be the empty set for some $i$... So I guess I don't truly understand what I am trying to prove. Obviously it is not that $[x_0,x_1]\subseteq(a_1,b_1)\dots [x_{m-1},x_m]\subseteq(a_n,b_n)$ because that is true for all $(a_1, b_1)\cup\cdots\cup(a_n, b_n)$. Can someone help me understand what it is I am trying to prove? Thank you in advance