garys_2k said:
Yeah, there are several. I was thinking of the leafy garden plant, though. the one with "a short stem and a dense globular head of usually green leaves that is used as a vegetable" (or so says Merriam-Webster).
(Looks around...

) I don't see anyone around here fitting that description.
My leaves are usually red.
Seriously, though, it looks like I've managed to partially hijack this thread from Monty Hall into a more general probability discussion; that wasn't my intention, but maybe that's a good thing...
(reads some of the recent posts)
...or maybe not.
Anyway, I think I've said all I can possibly say about Monty; anymore and I would simply be repeating myself (though in reality I probably reached that stage three pages ago). If you still don't agree with me, I don't guess I'm gonna change that.
Regarding picking an integer at random vs. a real number at random, yes, of course there's no mechanism by which this experiment can be carried out; it's a thought experiment, but certainly a worthwhile one, with all sorts of applications, I'm sure.
To have a uniform probability distribution on a set, the set does need to be either finite or uncountable; a countable set is where such a notion breaks down.
In the uncountable case, there may still be some "limitations". For example, take a uniform probability distribution on the real interval [0,1], Lebesgue measure, say.
So you can say things like (as has been mentioned before), the probability of your number being less than 1/3 is 1/3, or the probability of it being between 3/7 and 5/7 is 2/7, or that it has a probability of 0 of being in the Cantor set.
The probability of a
particular number being picked is zero. Probability zero does
not mean "impossible", which is demonstrated by the simple observation that while every
particular number has zero probability of being picked,
some number
has to be picked.
Similarly, probability one is not synonymous with "certain".
Anyway, the "limitation" I was referring to is that there are some subsets of the real interval [0,1] for which it
doesn't make sense to ask what the probability of our number being in that set is. Such sets are not in the domain of our probability function. I believe the axiom of choice is required to guarantee the existence of such sets.