Consequences of Assigning Non-Measurable Sets Imprecise Probabilities

This paper is a discussion note on Isaacs, Hájek and Hawthorne (2022), which claims to offer a new motivation for imprecise probabilities, based on the mathematical phenomenon of non-measurability. In this note, I clarify some consequences of that proposal. In particular, I show that if the proposal is applied to a bounded 3-dimensional space, then one has to reject at least one of the following: If A is at most as probable as B and B is at most as probable as C, then A is at most as probable as C. • Let A∩C=B∩C=∅. A is at most as probable as B if and only if (A∪C) is at most as probable as (B∪C). But rejecting either statement seems unattractive.