Convergence in measure

Suppose we have the sequence of measurable functions $(f_n)$ convergence in measure to $f$ on $X \subseteq \mathbb{R}.$ Prove that for all $\alpha >0$,there exists $P_\alpha \in \mathbb{N}$ such that for all $n\ge P_\alpha$ , $m(\{ x\in X:|f_n(x)-f(x)|\ge \alpha\})\le \alpha$.