The fact that there exist non-measurable sets is highly counter-intuitive; the reason we don't find it so is that we've all been conditioned from day 1 to do measure theory very carefully, and define Borel sets, measurable sets, etc, so we all know that non-measurable sets exist because what would be the point of doing it all so carefully otherwise. At high school we were all taught that the probability of an event occurring was "do it a million times, count how often it happened, divide by a million, and now let a million tend to infinity". And no-one thought to ask "what if this process doesn't tend to a limit?". I bet if anyone asked their teacher they'd say "well it always tends to a limit, that's intuitively clear". But am I right in thinking the following: if we take a subset $X$ of [0,1] with inner measure 0 and outer measure 1, and we keep choosing random reals uniformly in [0,1] and asking whether they land in $X$, and keep a careful table of the result, then the number of times we land in $X$ divided by the number of times we tried just oscillates around between 0 and 1 without converging? That is fundamentally counterintuitive and in some sense completely goes against the informal (non-rigorous) training that we all got in probability at high school. [if I've got this right!](This is not right--- when defined, such a process always tends to a limit)
The fact that there exist non-measurable sets is highly counter-intuitive; the reason we don't find it so is that we've all been conditioned from day 1 to do measure theory very carefully, and define Borel sets, measurable sets, etc, so we all know that non-measurable sets exist because what would be the point of doing it all so carefully otherwise. At high school we were all taught that the probability of an event occurring was "do it a million times, count how often it happened, divide by a million, and now let a million tend to infinity". And no-one thought to ask "what if this process doesn't tend to a limit?". I bet if anyone asked their teacher they'd say "well it always tends to a limit, that's intuitively clear". But am I right in thinking the following: if we take a subset $X$ of [0,1] with inner measure 0 and outer measure 1, and we keep choosing random reals uniformly in [0,1] and asking whether they land in $X$, and keep a careful table of the result, then the number of times we land in $X$ divided by the number of times we tried just oscillates around between 0 and 1 without converging? That is fundamentally counterintuitive and in some sense completely goes against the informal (non-rigorous) training that we all got in probability at high school. [if I've got this right!] (This is not right--- when defined, such a process always tends to a limit)
The fact that there exist non-measurable sets is highly counter-intuitive; the reason we don't find it so is that we've all been conditioned from day 1 to do measure theory very carefully, and define Borel sets, measurable sets, etc, so we all know that non-measurable sets exist because what would be the point of doing it all so carefully otherwise. At high school we were all taught that the probability of an event occurring was "do it a million times, count how often it happened, divide by a million, and now let a million tend to infinity". And no-one thought to ask "what if this process doesn't tend to a limit?". I bet if anyone asked their teacher they'd say "well it always tends to a limit, that's intuitively clear". But am I right in thinking the following: if we take a subset $X$ of [0,1] with inner measure 0 and outer measure 1, and we keep choosing random reals uniformly in [0,1] and asking whether they land in $X$, and keep a careful table of the result, then the number of times we land in $X$ divided by the number of times we tried just oscillates around between 0 and 1 without converging? That is fundamentally counterintuitive and in some sense completely goes against the informal (non-rigorous) training that we all got in probability at high school. [if I've got this right!]