On Wednesday, 24 April 2013 at 10:46:57 UTC, Andrea Fontana wrote:
What's the probability to guess a precise number in [0..1]? I think is 0 as long as you have infinite numbers.

Right.

What's the probability to guess a interval in [0..1]? I think it's the interval size.

Right again.

I mean that a random real number is not valid mathematically too. In any given real interval there are infinite numbers, how you can choose a number in an infinite (and non-numerable!) interval? I think you always need some sampling.

Am I wrong?

In a sense, yes. A continuous probability distribution is well-defined. In short, as you pointed out, you can coherently define the probabilities to hit each possible segment and get a useful mathematical object, though the probability to hit each single point is zero. It's no less strict than a typical high school definition of an integral. See the link for more info: http://en.wikipedia.org/wiki/Probability_distribution#Continuous_probability_distribution .

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