Sample Space

In probability theory, the sample space or universal sample space, often denoted S, Ω, or U (for "universe"), of an experiment or random trial is the set of all possible outcomes. For example, if the experiment is tossing a coin, the sample space is the set {head, tail}. For tossing two coins, the sample space is {(head,head), (head,tail), (tail,head), (tail,tail)}. For tossing a single six-sided die, the sample space is {1, 2, 3, 4, 5, 6}. For some kinds of experiments, there may be two or more plausible sample spaces available. For example, when drawing a card from a standard deck of 52 playing cards, one possibility for the sample space could be the rank (Ace through King), while another could be the suit (clubs, diamonds, hearts, or spades). A complete description of outcomes, however, would specify both the denomination and the suit, and a sample space describing each individual card can be constructed as the Cartesian product of the two sample spaces noted above.

In an elementary approach to probability, any subset of the sample space is usually called an event. However, this gives rise to problems when the sample space is infinite, so that a more precise definition of event is necessary. Under this definition only measurable subsets of the sample space, constituting a σ-algebra over the sample space itself, are considered events. However, this has essentially only theoretical significance, since in general the σ-algebra can always be defined to include all subsets of interest in applications.