Let $X=\mathbb{N}\times \mathbb{N}$ be the product of positive integers. I wonder how to establish the sigma-algebra and the probability measure on $X$ in a formal way so that the probability of the set
$$\{(m,n):\gcd(m,n)=1\}$$
is equal to $\frac{6}{\pi^2}$.
If we start with the probability $\mathbb P$ on $\mathbb N$ and take the product, then this structure should make the probability of $\{m:p|m\}$ equal to $\frac{1}{p}$. Then what are the probabilities of the singletons $\{n\}$? (If the sigma algebra is discrete, then they shouldn't be all zero otherwise there would be a contradiction... So maybe we can use nondiscrete sigma algebra )
Reference: Probability that two random numbers are coprime is $\frac{6}{\pi^2}$