TITLE: If A is a subset of R with Lebesgue measure > 0 then are there a,b such that the measure of $[a,b]\cap A$ is b-a?
QUESTION [7 upvotes]: If $A$ is a subset of $\mathbb{R}$ with Lebesgue measure strictly greater than $0$, does it follow then that are there $a$ and $b$ such that the measure of $[a,b]\cap A$ is $b-a$? 
Thank you.

REPLY [4 votes]: What is actually true is this: for every set $C$ of positive measure and every $\epsilon < 1$ there is some open interval $(a,b)$ such that $\mu(C \cap (a,b)) \geq \epsilon |b-a|$. 
I have always viewed this as an instance of one of Littlewood's three principles for analysis: a measurable set is almost an open set.