It is a well known fact how to construct Cantor sets of any measure $\alpha\in[0,1)$ by removing middle third intervals. Here is a different kind of procedure of constructing a nowhere dense set of positive length I found in Bogachev's Measure theory, Volume 1:
- Starting with $I=[0,1]$, for any $n\in\mathbb{N} (=\{1,2,\ldots\})$, divide $I$ in $2^n$ subintervals of equal length.
- For each of the $2^n$ subintervals $I_{n,j}$ remove the open subinterval of length $2^{-2^{n+1}}$ whose right endpoint is that of $I_{n,j}$.
- Let $A_n$ be the union of the remaining closed subintervals, and define $$ A=\bigcap_nA_n$$ The set $A$ has positive Lebesgue measure.
Edit: What I am trying to check is whether I got the correct estimate for the measure of $|A_n|$: $$\begin{align*} \alpha_n&:=|A_n|=4\cdot 2^{-2^{n+1}}\prod^n_{j=1}(2^{2^j}-1)\\ &=4\cdot 2^{-2^{n+1}}2^{2^1+2^2+\ldots +2^n}\prod^n_{j=1}(1-2^{-2^j})\\ &=\prod^n_{j=1}(1-2^{-2^j}) \end{align*}$$
The limit of this product is indeed positive, as the explanations by David Ulrich and Oliver Diaz show. If anyone could help me corroborate the expression I got for $\alpha_n$ I would appreciate it.