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$
$$T(n) = T \paren{ \frac{n}{3} } + T\paren{ \frac{2n}{3} } + n$$
$$\Downarrow$$
$$T(n) = \Theta(n~\log n)$$
You can just use strong induction on the definition directly:
For some positive $k_1$ and $k_2$, and $n_0$:
$$f \in \Theta(g)$$
is defined as
$$\forall n > n_0 \quad k_1~g(n) \le f(n) \le k_2 ~ g(n)$$
So inductively prove:
$$k_1 ~n~\log(n) \le T(n) \le k_2~ n~\log(n)$$
$$k_1 ~n~\log(n) \le T\left(\frac{n}{3}\right) + T\left(\frac{2n}{3}\right) + n \le k_2~ n~\log(n) \tag{A1}$$
So we are going to need the inductive assumptions that
$$k_1 ~\frac n3 ~\log \paren{\frac n3}
\le
T\paren{\frac{n}{3}}
\le k_2~ \frac n3~\log \paren{\frac n3} \tag{A2}$$
$$k_1 ~\frac {2n}3 ~\log \paren{\frac {2n}3}
\le
T\paren{\frac{2n}{3}}
\le k_2~ \frac {2n}3~\log \paren{\frac {2n}3} \tag{A3}$$
So applying (A2) and (A3) to (A1), it leaves 2 statements to prove, find $k_1$ and $k_2$ such that both of the following hold:
$$\begin{align}
k_1 ~n~\log(n) ~\le~ & k_1 ~\frac n3 ~\log \paren{\frac n3} + k_1 ~\frac {2n}3 ~\log \paren{\frac {2n}3} + n \tag{B1} \\
& k_2~ \frac n3~\log \paren{\frac n3} + k_2~ \frac {2n}3~\log \paren{\frac {2n}3} + n ~\le~ k_2 ~ n~\log(n) \tag{C1}
\end{align}$$
(B1) and (C1) may be simplified by combining the $n$ and $n~\log n$ expressions together:
$$0 ~\le~ \frac 13 \paren{k_1 \log\paren{\frac 13} + 2 k_1 \log\paren{\frac 23} + 3 } n \tag{B2}$$
$$0 ~\le~ -\frac 13 \paren{k_2 \log\paren{\frac 13} + 2 k_2 \log\paren{\frac 23} + 3} n \tag{C2}$$
So very small $k_1$ satisfy (B2) and very large $k_2$ satisfy (C2), so the induction is finished and the proposition is established.
Best Answer
The master method applies only in some situations (see the link); when it does apply, it tells you what you'll get if you use the recursion tree method.
The substitution method works especially well for recursions like $$ f(n) = f(n-1) + g(n), \quad f(n) = f(n/2) + g(n), $$ and in any other situation in which $f(n)$ depends on at most one earlier value of $f$. In some cases you can look up the answer. For example, there is the "polynomial method", which is a recipe for solving recurrences of the type $$ f(n) = \begin{cases} f(n-1) + P(n) & n > n_0, \\ C & n = n_0. \end{cases} $$ For example, if you define $f(0) = 0$ and $f(n) = f(n-1) + 2n - 1$ then you get using this method that $$ f(n) = n^2. $$ A vast generalization is Gosper's algorithm, see also A=B.