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I am new to probability theory, and in my course, we have introduced two 'methods' of doing probability the first being probability for discrete cases, and the second being probability for continuous cases. If we have a probability question with the sample space as the $\mathbb{Q}$, we can of course by cantors diagonalization theorem, generate a mapping between $\mathbb{Z}$ and $\mathbb{Q}$, so we can conclude that the tools of probability we should be using are the discrete tools of probability theory.

However, in this case, we seem to be able to treat the sample space as if it was a sample space of real numbers.

So my question is under what conditions can we do this? When a discrete sample spaces completion permits continuous probability tools, or when the discrete sample space is dense?

Asaf Karagila
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  • Please [edit] the question to show us a particular example of your "in this case" where treating the rationals as a subset of the reals is the appropriate model. It will also help us help you if you show us an example where treating it just as a countable set is better. – Ethan Bolker Jun 12 '25 at 22:51

1 Answers1

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Here's the problem: there's no such thing as a continuous probability distribution on the rationals.

The reason for this goes back to the axioms of probability theory, one of which states that if you have a countable collection of disjoint events, the probability that any of them happens is the sum of the probabilities of each happening individually.

So in particular, if you have a random variable $X$ which can take on only countably many different values (that is, a countable range), it is determined entirely by the probabilities $\Pr(X = x)$ for $x$ in the range of $X$.

(In contrast, basically any continuous random variable $Y$ will have $\Pr(Y = y) = 0$ for any $y$, whether $Y$ is uniform or normal or anything in between.)

So any rational random variable is necessarily discrete. In particular, if you try to create even a simple uniform distribution on $\mathbb{Q} \cap [0,1]$, you'll run into issues. Suppose $X$ were some sort of rational uniform r.v. Then for any $c \in \mathbb{Q} \cap (0,1)$ and small $\epsilon>0$, $\Pr(X = c) \leq \Pr(c - \epsilon < x < c+\epsilon) = 2\epsilon$. Taking $\epsilon \to 0^+$, we see that $\Pr(X = c) = 0$ for all $c \in \mathbb{Q} \cap (0,1)$. (In fact, it works for $c = 0, 1$ if you make slight alterations for being on the end of the interval.)

So in fact, by countable additivity, $\Pr(0 \leq X \leq 1) = \sum_{c \in \mathbb{Q} \cap [0,1]} \Pr(X = c) = \sum_{c \in \mathbb{Q} \cap [0,1]} 0 = 0$, yet we're supposed to have this probability be $1$.

No matter what kind of 'continuous' distribution you try to put on $\mathbb{Q}$, you run into the same problem.


But let's say that you don't care about countable additivity, but all you want is to say that $\Pr(A \cup B) = \Pr(A) + \Pr(B)$ when $A,B$ are disjoint. Such finitely-additive probability measures can be studied.

You can even construct uniform and normal distributions on $\mathbb{Q}$. For the former, take a sequence of random variables $U_n$ where $U_n$ is a uniformly random integer between $1$ and $n$, divided by $n$. For the latter, take $B_n$ to be the difference between the number of heads and tails in $n^2$ flips of a fair coin, again divided by $n$.

Now we can't necessarily take the limit of these sequences, but we can take what's called an ultralimit, which is a weird, non-constructive version of a limit that always exists, even when the sequence it's given is completely non-convergent. The ultralimit of the $U_n$ sequence is a uniformly distributed rational random variable on $[0,1]$; likewise, the ultralimit of the $B_n$ is a "standard normal" random variable on the rationals.

Of course, ultralimits have their problems, and the theory of finitely-additive measures has its limits -- namely that it cannot handle the taking of limits due to the lack of the Monotone Convergence Theorem.

In conclusion, you can try to do continuous probability on $\mathbb{Q}$, but beware.

  • +1 though "the theory of finitely-additive measures has its limits -- namely that it cannot handle the taking of limits" might be reworded. https://math.stackexchange.com/questions/189813 has an explicit example of a distribution on $\mathbb Q \cap (0,1)$. It is very discontinuous. – Henry Jun 12 '25 at 23:21