APPENDIX A: THE VITALI SET

Warning: Reading this appendix could make you think that

statistics is even worse than mathematics.
Suppose that the sample space is the interval [0,2] and the
probabilities of the events are proportional to their lengths.
Then
P([0,2])=1= 12 L([0,2]),
P([1,2])= 12 = 12 L([1,2]),
L([0, 12 ][1,2])= 34 = 12 L([0, 12 ][1,2]),
M
Unfortunately, we cannot assign a probability to an arbitrary
subset A of by putting P(A)= 12 L(A), because there are
subsets that do not have a length. A famous example is the
Vitali set V, which can be constructed as follows.
We divide the real line into an uncountable number of
disjoint classes in such a way that two numbers x and y are
in the same class if their difference x-y is a rational number.
For example, the numbers 2 , 2 -1, 2 +150, and 2 + 134
are all in the same class. Choosing one number between 0
and 1 from each class we form a new set V[0,1] that
consists of the selected numbers.
(Unfortunately, there is no constructive way of choosing the
elements of V. So we have to rely on the Axiom of Choice,
which states that it is always possible to choose one element
from each set in a collection of nonempty sets.)
A.1

We prove the fact that the Vitali set does not have a length
indirectly by showing that the assumption that it has a length
has absurd implications.
Suppose that V has a length. Then
(i)

Any set {v+cvV} obtained by shifting V along

the line has the same length as V. In particular,
L(V)=L(V1)=L(V2)=,
where Vj={v+qjvV} for j=1,2, and q1,q2, is
an enumeration of the rational numbers in [-1,1].
(E.g., q1=1,q2=-1,q3= 12 ,q4=- 12 ,q5= 13 ,q6=- 13 ,q7= 23 ,
q8=- 23 ,q9= 14 ,q10=- 14 ,q11= 34 ,q12=- 34 ,q13= 15 ,q14=- 15 ,)
Since V1,V2, are pairwise disjoint, we have:
L(V1V2)=L(V1)+L(V2)+=L(V)+L(V)+
L(V1V2) and L(V) are therefore either 0 or .

(ii)

On the other hand, it follows from

[0,1]V1V2[-1,2]
that
1L(V1V2) 3.

Clearly, (i) and (ii) are inconsistent.

A.2