Can there be a lottery of the natural numbers, so that every natural number is chosen equally likely?
The standard answer would be "No" because: If we define a measure $\mathbf{P}$ on $\mathbb{N}$ so that $\mathbf{P}(n) = r \in (0,1] \; \forall \, \mathbb{N}$, then $\mathbf{P}(\mathbb{N}) = \infty$. If we define a measure so that $\mathbf{P}(n) = 0$, then $\mathbf{P}(\mathbb{N}) = 0$.
But why can we conclude from that, that a lottery of the natural numbers (with every natural number equally likely) is impossible?
Note: the question is not if there can be a uniform probability distribution (satisfying all axioms of probability, including countable additivity) over the natural numbers but if there can be a lottery of the natural numbers so that every number is chosen equally likely!