In probability theory, the sample space (also called sample description space[1] or possibility space[2]) of an experiment or random trial is the set of all possible outcomes or results of that experiment.[3] A sample space is usually denoted using set notation, and the possible ordered outcomes are listed as elements in the set. It is common to refer to a sample space by the labels S, Ω, or U (for "universal set"). The elements of a sample space may be numbers, words, letters, or symbols. They can also be finite, countably infinite, or uncountably infinite.[4]
For example, if the experiment is tossing a coin, the sample space is typically the set {head, tail}, commonly written {H, T}.[5] For tossing two coins, the corresponding sample space would be {(head,head), (head,tail), (tail,head), (tail,tail)}, commonly written {HH, HT, TH, TT}.[6] If the sample space is unordered, it becomes {{head,head}, {head,tail}, {tail,tail}}.
For tossing a single six-sided die, the typical sample space is {1, 2, 3, 4, 5, 6} (in which the result of interest is the number of pips facing up).[7]
A subset of the sample space is an event, denoted by E. Referring to the experiment of tossing the coin, the possible events include E={H} and E={T}.[6]
A well-defined sample space is one of three basic elements in a probabilistic model (a probability space); the other two are a well-defined set of possible events (a sigma-algebra) and a probability assigned to each event (a probability measure function).
Another way to look as a sample space is visually. The sample space is typically represented by a rectangle, and the outcomes of the sample space denoted by points within the rectangle. The events are represented by ovals, and the points enclosed within the oval make up the event.[8]
