If it's worth saying, but not worth its own post (even in Discussion), then it goes here.
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There are different levels of impossible.
Imagine a universe with an infinite number of identical rooms, each of which contains a single human. Each room is numbered outside: 1, 2, 3, ...
The probability of you being in the first 100 rooms is 0 - if you ever have to make an expected utility calculation, you shouldn't even consider that chance. On the other hand, it is definitely possible in the sense that some people are in those first 100 rooms.
If you consider the probability of you being in room Q, this probability is also 0. However, it (intuitively) feels "more" impossible.
I don't really think this line of thought leads anywhere interesting, but it definitely violated my intuitions.
As others have pointed out, there is no uniform probability distribution on a countable set. There are various generalisations of probability that drop or weaken the axiom of countable additivity, which have their uses, but one statistician's conclusion is that you lose too many useful properties. On the other hand, writing a blog post to describe something as a lost cause suggests that it still has adherents. Googling /"finite additivity" probability/ turns up various attempts to drop countable additivity.
Another way of avoiding the axiom is to ... (read more)