Is it possible to construct a non-measurable set in $[0,1]$ of a given outer measure $x \in [0,1]$? This will probably require the axiom of choice. Does anyone have a suggestion?
Edit: I forgot to mention that the set has to be in $[0,1]$ which seemed "clear" in my head, but which obviously isn't.
Edit 2: Now it is clear that I just need a non-measurable set with outer measure 1, from that I can make any other one. I have once seen somewhere that they do this with transfinite recursion (if I recall correctly), but I don't remember where and how because I didn't know that transfinite recursion was back then.
Best Answer
One can proceed directly with the Vitali construction, without need for any scaling.
Namely, just carry out the Vitali construction, but ensure that the resulting Vitali set is contained in the interval $[0,a]$. That is, declare that two reals are equivalent if their difference is rational, and observe that every real is equivalent to a real in the interval $[0,a]$. Let $V\subset [0,a]$ select exactly one element from each equivalence class. Observe that the rational translations $V+q$, working modulo $1$ so as to regard $V+q\subset [0,1]$, are disjoint and union up to the whole interval $[0,1]$. It follows easily that $V$ is not measurable and has inner measure $0$, since otherwise the translates modulo $1$ would have infinite measure inside $[0,1]$, which is impossible. Thus, the complement $[0,a]-V$ is non-measurable and has outer measure $a$, as desired.
I would like to note that this argument shows that the outer measure of the classical Vitali set is not determined by the usual features of that set. For example, if all you know about a Vitali set $V$ is that it is contained in $[0,1]$ and contains exactly one element of each equivalence class, then it follows that $V$ is non-measurable and has inner measure $0$, but for all you know, $V$ is actually contained in a very tiny interval $[0,\epsilon]$, and could have tiny outer measure.