Working on the real line $(\mathbb{R})$, let $\mu : \mathscr{M} \rightarrow [0, +\infty]$ represent the Lebesgue measure ($\mathscr{M}$ is the set of measurable subsets of $\mathbb{R}$).
For $E \in \mathscr{M}$ and $x \in \mathbb{R}$, we define $$\rho(E, x) = \lim_{\delta \to 0+} \frac{\mu(E \cap (x - \delta, x + \delta))}{2\delta},$$ if the limit exists. The above limit is called the metric density of $E$ at $x$.
$(1)$ Given $E=(1,2)\cup(2,5]\cup\{6\}$, find the metric density of $E$ for all $x \in E$.
$(2)$ Let $\alpha \in (0, 1)$. Construct a set $E\subset\mathbb{R}$ such that $\rho(E, 0) = \alpha$.
My work and thoughts:
$(1)$ Since $x$ can be any real number, the intersection $E \cap (x - \delta, x + \delta)$ can be empty.
Also, if $(x - \delta, x + \delta) \subset E$, as $\delta \rightarrow 0+$ the intersection $E \cap (x - \delta, x + \delta) = x$.
In either case the measure equals zero. Is this correct?
For $(2)$ I have no idea.