Sample space

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The set of all elementary events related to some experiment, where any non-decomposable experimental result is represented by one and only one point of the sample space (a sample point). The sample space is an abstract set, with a probability measure defined on a $\sigma$-algebra of its subsets (cf. Probability space). The term "space of elementary events" is frequently used in the Russian literature.



[a1] W. Feller, "An introduction to probability theory and its applications", 1, Wiley (1957) pp. Chapt. 1
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Sample space. Encyclopedia of Mathematics. URL:
This article was adapted from an original article by A.V. Prokhorov (originator), which appeared in Encyclopedia of Mathematics - ISBN 1402006098. See original article