I am trying to calculate the probability of picking perfect squares out of first $n$ positive integers.
There are $\operatorname{floor}(\sqrt n)$ number of perfect squares less than $n$, if we assume picking each number is equally likely then probability of picking perfect squares less than $n$ is $p(n) =\operatorname {floor}(\sqrt n) /n$
But if we consider all positive integers then ( I think but I am not sure) the probability is $\lim_{n\to \infty} p(n) = 0$. That means the probability of selecting a square is $0$ even though there are infinitely many squares! Does this mean I that I will not get any squares when I pick any positive integers? This appears like a paradox.
I think I have not very much understood what it means by $P(A) = 0$, does this mean the event $A$ is impossible or something else?
Can you give some insights about this?
The problem is that you are assuming that you can define a uniform distribution on the natural numbers by considering the limit of the uniform distribution on $\{1,\ldots,n\}$ as $n\to\infty$.
However, there is no such thing as a uniform distribution on the natural numbers.
If $\Pr(N=n)=p$ for every $n\in\mathbb{N}$ then if $p=0$ we have $\sum_{n\in\mathbb{N}}\Pr(N=n)=0$, whereas if $p>0$ we have $\sum_{n\in\mathbb{N}}\Pr(N=n)=\infty$. However, we need $\sum_{n\in\mathbb{N}}\Pr(N=n)=1$ for a probability distribution, so it doesn't exist.