Vitali set
From Academic Kids

In mathematics, the Vitali set is an elementary example of a set of real numbers that is not Lebesgue measurable. The Vitali theorem is the existence theorem that there are such sets. It is a nonconstructive result. The naming is for Giuseppe Vitali.
Despite the terminology, there are many Vitali sets. Their existence is proved using the axiom of choice, and for reasons too complex to discuss here, Vitali sets are impossible to describe explicitly.
The importance of nonmeasurable sets
Certain sets have a definite length or mass. For instance, the interval [0, 1] is deemed to have length 1; more generally, an interval [a, b], a ≤ b, is deemed to have length b − a. If we think of such intervals as metal rods, they likewise have welldefined masses. If the [0, 1] rod weighs 1 kilogram, then the [3, 9] rod weighs 6 kilograms. The set [0, 1] ∪ [2, 3] is composed of two intervals of length one, so we take its total length to be 2. In terms of mass, we'd have two rods of mass 1, so the total mass is 2.
There is a natural question here: if E is an arbitrary subset of the real line, does it have a "mass" or "length"? As an example, we might ask what is the mass of the set of rational numbers. They are very finely spread over all of the real line, so any answer may appear reasonable at first pass.
As it turns out, the physically relevant solution is to use measure theory. In this setting, the Lebesgue measure, which assigns weight ba to the interval [a, b] will assign weight 0 to the set of rational numbers. Any set which has a welldefined weight is said to be "measurable". The construction of the Lebesgue measure (for instance, using the outer measure) does not make obvious whether there are nonmeasurable sets.
Construction and proof
If x and y are real numbers and x − y is a rational number, then we write x ~ y and we say that x and y are equivalent; ~ is an equivalence relation. For each x, there is a subset [x] = {y in R : x ~ y} called the equivalence class of x. The set of equivalent classes partitions R. By the axiom of choice, we are able to choose a set V ⊂ [0, 1] such that for any equivalence class [x], the set V ∩ [x] is a singleton, that is, a set consisting of exactly one point (in other words, V contains one choice out of each equivalence class [x].)
V is the Vitali set. Note that there are in fact several choices of V; the axiom of choice lets you say there is such a V, but there are clearly infinitely many.
The Vitali set is nonmeasurable. To show this, we assume that V is measurable. From this assumption, we carefully work and prove something absurd: namely that a + a + a + ... (an infinite sum of identical numbers) is between 1 and 3. Since an absurd conclusion is reached, it must be that the only unproved hypothesis (V is measurable) is at fault.
First we let x_{1}, x_{2}, ... be an enumeration of the rational numbers in [−1, 1] (Recall that the rational numbers are countable.) From the construction of V, note that the sets V_{k} = V + x_{k}, k = 1, 2, ... are pairwise disjoint, and further note that [0, 1]⊂∪_{k}V_{k}⊂[−1, 2]. (To see the first inclusion, consider any real number x in [0,1] and let v be the representative in V for the equivalence class [x]; then x −v = q for some rational number in [1,1] (say q = x_{l}) and so x is in V_{l}.) Because μ is countably additive, it must also have the property of being monotone; that is, if A⊂B, then μ(A)≤μ(B). Hence, we know that
 1 ≤ μ(∪ V_{k}) ≤ 3 (*)
But now, because of translation invariance, we see that for each k = 1, 2, ..., μ(V_{k}) = μ(V). Combining with countable additivity and (*), we obtain
 1 ≤ ∑_{k = 1}^{∞} μ(V) ≤ 3
The sum is an infinite sum of a single constant, nonnegative term. If the term is zero, the sum is likewise zero, and hence it is certainly not greater than or equal to one. If the term is nonzero then the sum is infinite, and in particular it isn't smaller than or equal to 3.
This conclusion is absurd, and since all we've used is translation invariance and countable additivity, it must be true that V is nonmeasurable.