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Consider the following game: I write down a random real number between 0 and 1, and ask you to guess it. What’s the probability that you guess it correctly? The answer is zero. You might wonder: “But it’s possible for me to guess the correct answer! That means that the probability has to be more than zero!” and you would be justified in wondering, but you’d be wrong. It’s true that events that are impossible have zero probability, but the converse is not true in general. In the rest of this post, we show why the answer above was in fact zero, and why this doesn’t need to do irreparable damage to your current worldview.