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Is there a way to construct a measurable set $E \subset [0,1]$ with the property that for every interval $[a,b] \subset [0,1]$, both $[a,b]\cap E $ and $[a,b]$\ $E$ have positive Lebesgue measure?

I think you have to construct a cantor set of positive measure and add in each of the intervals that are ommited another cantor like set with positive measure, and continue this procedure indefinitely but I cannot rigorously prove that its correct. Any ideas? Thanks in advance.

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