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A sample space is usually denoted using set notation, and the possible ordered outcomes, or sample points, [5] 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.
This leads to different choices of sample space. The σ-algebra is a collection of all the events we would like to consider. This collection may or may not include each of the elementary events. Here, an "event" is a set of zero or more outcomes; that is, a subset of the sample space. An event is considered to have "happened" during an ...
A random experiment is described or modeled by a mathematical construct known as a probability space. A probability space is constructed and defined with a specific kind of experiment or trial in mind. A mathematical description of an experiment consists of three parts: A sample space, Ω (or S), which is the set of all possible outcomes.
The sample space, often represented in notation by , is the set of all possible outcomes of a random phenomenon being observed. The sample space may be any set: a set of real numbers, a set of descriptive labels, a set of vectors, a set of arbitrary non-numerical values, etc. For example, the sample space of a coin flip could be Ω = {"heads ...
A random variable is a measurable function: from a sample space as a set of possible outcomes to a measurable space. The technical axiomatic definition requires the sample space Ω {\displaystyle \Omega } to belong to a probability triple ( Ω , F , P ) {\displaystyle (\Omega ,{\mathcal {F}},\operatorname {P} )} (see the measure-theoretic ...
A random sample can be thought of as a set of objects that are chosen randomly. More formally, it is "a sequence of independent, identically distributed (IID) random data points." In other words, the terms random sample and IID are synonymous. In statistics, "random sample" is the typical terminology, but in probability, it is more common to ...
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Another way to describe collectively exhaustive events is that their union must cover all the events within the entire sample space. For example, events A and B are said to be collectively exhaustive if = where S is the sample space. Compare this to the concept of a set of mutually exclusive events. In such a set no more than one event can ...