I don't understand that $\{I_x\}_{x\in O}$ is disjoint. For example, $O = \{(1 , 2)\}$. Let $x = 1.5$. Then, $a_x = 1$, and $b_x = 2$. Therefore, $I_x = (1, 2)$. Let $y = 1.6$. Then, similarly, $I_y = (1, 2)$. That is, $I_x$ and $I_y$ are not disjoint, but equal.
Could you explain how $\{I_x\}_{x \in O}$ can be disjoint?
