Let $A_1, A_2, A_3$ be compact sets in $\Bbb R^3$. Use the Borsuk–Ulam theorem to show that there is one plane $P \subset \Bbb R^3$ that simultaneously divides each $A_i$ into two pieces of equal measure.
Every point $s \in \Bbb S^2$ defines a unit vector in $\Bbb R^3$ which can be used to orient a plane $P \subset \Bbb R^3$. So let $s \in \Bbb S^2$ be such that the plane $P_s \subset \Bbb R^3$ it splits $A_1$ in two parts of equal volume.
If $f_1(s)= \text{measure of } A_2 \text{ in front of } P_s - \text{measure of } A_2 \text{ in behind of } P_s$ and $f_2(s) = \text{measure of } A_3 \text{ in front of } P_s - \text{measure of } A_3 \text{ in behind of } P_s$.
Now if $f :\Bbb S^2 \to \Bbb R^2$ is defined by $f(s)=(f_1(s), f_2(s))$, then by the Borsuk-Ulam theorem there exists $s' \in \Bbb S^3$ for which we have that $f(s')=f(-s')$ and so $P_{s'}$ is the plane that we're looking for.
How can I make the definitions for $f_1$ and $f_2$ precise? I think I ought to use the Lebesgue measure for those?