Given a Lebesgue measurable set $E$ of finite measure, how can one construct a nonmeasurable set $N$ with $N \subset E$?
I asked my professor this, and she said that one needs to perform the construction of the Vitali set on elements of $E$. Her argument was along the following lines:
Suppose $E \subset \mathbb{R}$. Given that $m(E) < \infty$, there exists an interval $[a, b]$ such that $E \subset [a, b]$. Let $\{r_k\}$ be an enumeration of the set $\mathbb{Q} \cap [a, b]$. Then construct a set $N$ whose elements are the representatives of the equivalence classes of the following equivalence relation: $$ x \sim y \iff x - y = r \in \mathbb{Q}\cap[a, b]. $$ Then one can show that $N$ is nonmeasurable by contradicting translation invariance.
However, none of this sits right with me. My professor didn't really give any info on how we get $[a, b]$. Sure such an interval exists, but which do we pick? I can't imagine it works with every such interval. Also, what's even weirder, is that $N$ isn't a subset of $E$.
I asked a similar question before on MSE with no response, so if someone can tell me what my professor was trying to say or if this is just not possible, I would really appreciate it.