Probability & Statistics Codexery

Sample space

Set of all possible outcomes of an experiment or random trial.

Sample space

In probability theory, the sample space (also called sample description space, possibility space, or outcome space) of an experiment or random trial is the set of all possible outcomes or results of that experiment. It is a fundamental component of a probabilistic model, along with an event space and a probability measure function.

field
Probability theory
also_known_as
Sample description space, possibility space, outcome space
common_labels
S, Ω, U (for universal set)
elements_can_be
Numbers, words, letters, or symbols
types
Finite, countably infinite, or uncountably infinite

Lore & Background

A sample space is denoted using set notation, with possible ordered outcomes listed as elements. For example, tossing a single coin yields the sample space {H, T}, where H means heads and T means tails. Tossing two coins gives {HH, HT, TH, TT}. A subset of the sample space is an event; if the outcome of an experiment is included in that subset, the event has occurred.

Reader's Guide

The sample space is one of three components in a probabilistic model, alongside a well-defined set of possible events (often the power set for discrete spaces or a σ-algebra for continuous spaces) and a probability assigned to each event. Conditions for a valid sample space include mutually exclusive outcomes (if one outcome occurs, no other does) and collectively exhaustive outcomes (every trial yields some outcome in the space). The sample space must have the right granularity, removing irrelevant information. For many experiments, multiple plausible sample spaces exist depending on the experimenter's interest; for instance, drawing a card could use ranks, suits, or both. When outcomes are equally likely, each of N outcomes is assigned probability 1/N.

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