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Ex. 1.6 (Example 1.22) (A Set that Is Not an Event). Let Q = {r1 , r2 , · · · }
be the set of rational numbers in [−1, 1], and
S = [−1, 2], En = {rn + x, x ∈ E} (where rn ∈ Q)
where E is a subset of S. If E is an event, then P (En ) = P (E) = p since En is
nothing but a translation of E. Next, we construct a subset E, which is not an
event.
Let Q′ be the set of all the rational numbers in [0, 1], and
Λα , {0 < α + r < 1 | r ∈ Q} ⊂ [0, 1],
where 0 < α < 1 is irrational, and Λα ∩ Λβ = ∅ for α 6= β. Then
Q′ ∪α Λα = [0, 1].
Note that the number of different Λα is uncountable, though Λα is countable.
Suppose that E ⊂ [0, 1] is the union of one element from each Λα and an
element in Q′ . It can be shown that En ⊂ S for all n, En ∩ Em = ∅ for n 6= m,
and [0, 1] ⊂ ∪∞
n=1 En . Then we have
∞
X ∞
X
1/3 = P ([0, 1]) ≤ P (∪∞
n=1 En ) = P (En ) = p≤1
n=1 n=1

which is impossible to hold for any 0 ≤ p ≤ 1. Therefore, E is not an event.