Sample Space

Sample space
In probability theory, the sample space (also called sample description space,[1] possibility space,[2] or
outcome space[3]) of an experiment or random trial is the set of all possible outcomes or results of that
experiment.[4] 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.
They can also be finite, countably infinite, or uncountably infinite.[6]
A subset of the sample space is an event, denoted by . If the outcome of an experiment is included in ,
then event has occurred.[7]
For example, if the experiment is tossing a single coin, the sample space is the set , where the
outcome [8]
means that the coin is heads and the outcome means that the coin is tails. The possible
events are , , , and . For tossing two coins, the sample space is
, where the outcome is if both coins are heads, if the first coin is heads
and the second is tails, if the first coin is tails and the second is heads, and if both coins are tails.[9]
The event that at least one of the coins is heads is given by .
For tossing a single six-sided die one time, where the result of interest is the number of pips facing up, the
sample space is .[10]
A well-defined, non-empty sample space is one of three components in a probabilistic model (a

probability space). The other two basic elements are: a well-defined set of possible events (an event space),
which is typically the power set of if is discrete or a σ-algebra on if it is continuous, and a
probability assigned to each event (a probability measure function). [11]
A sample space can be represented visually by a rectangle,

with the outcomes of the sample space denoted by points
within the rectangle. The events may be represented by
ovals, where the points enclosed within the oval make up the
event.[12]
Conditions of a sample space

A set with outcomes (i.e.
) must meet some conditions in order
to be a sample space:[13] A visual representation of a finite sample
space and events. The red oval is the event
The outcomes must be mutually exclusive, i.e. if that a number is odd, and the blue oval is
occurs, then no other will take place, the event that a number is prime.
.[6]
The outcomes must be collectively exhaustive, i.e. on every experiment (or random trial)
there will always take place some outcome for .[6]
The sample space ( ) must have the right granularity depending on what the experimenter
is interested in. Irrelevant information must be removed from the sample space and the right
abstraction must be chosen.
For instance, in the trial of tossing a coin, one possible sample space is , where is the
outcome where the coin lands heads and is for tails. Another possible sample space could be
. Here, denotes a rainy day and is a day where it is
not raining. For most experiments, would be a better choice than , as an experimenter likely does not
care about how the weather affects the coin toss.
Multiple sample spaces

For many experiments, there may be more than one plausible sample space available, depending on what
result is of interest to the experimenter. For example, when drawing a card from a standard deck of fifty-
two playing cards, one possibility for the sample space could be the various ranks (Ace through King),
while another could be the suits (clubs, diamonds, hearts, or spades).[4][14] A more complete description of
outcomes, however, could 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 (this
space would contain fifty-two equally likely outcomes). Still other sample spaces are possible, such as
right-side up or upside down, if some cards have been flipped when shuffling.
Equally likely outcomes

Some treatments of probability assume that the various outcomes of
an experiment are always defined so as to be equally likely.[15] For
any sample space with equally likely outcomes, each outcome is
assigned the probability .[16] However, there are experiments
that are not easily described by a sample space of equally likely
outcomes—for example, if one were to toss a thumb tack many
times and observe whether it landed with its point upward or
downward, there is no physical symmetry to suggest that the two
outcomes should be equally likely.[17]
Though most random phenomena do not have equally likely

outcomes, it can be helpful to define a sample space in such a way
that outcomes are at least approximately equally likely, since this
condition significantly simplifies the computation of probabilities
for events within the sample space. If each individual outcome Flipping a coin leads to a sample
occurs with the same probability, then the probability of any event
space composed of two outcomes
becomes simply:[18]: 3 46–347 that are almost equally likely.
For example, if two fair six-sided dice are thrown to generate two uniformly distributed integers, and
, each in the range from 1 to 6, inclusive, the 36 possible ordered pairs of outcomes constitute
a sample space of equally likely events. In this case, the above formula applies, such as calculating the
probability of a particular sum of the two rolls in an outcome. The probability of the event that the sum
is five is , since four of the thirty-six equally likely pairs of outcomes sum to five.
If the sample space was all of the possible sums obtained from rolling two six-sided
dice, the above formula can still be applied because the dice rolls are fair, but the
number of outcomes in a given event will vary. A sum of two can occur with the
outcome , so the probability is . For a sum of seven, the outcomes in
the event are , so the probability is

Up or down?
.[19] Flipping a brass
tack leads to a
sample space
Simple random sample composed of two
outcomes that are
In statistics, inferences are made about characteristics of a population by studying a not equally likely.
sample of that population's individuals. In order to arrive at a sample that presents
an unbiased estimate of the true characteristics of the population, statisticians often
seek to study a simple random sample—that is, a sample in which every individual in the population is
equally likely to be included.[18]: 2 74–275 The result of this is that every possible combination of individuals
who could be chosen for the sample has an equal chance to be the sample that is selected (that is, the space
of simple random samples of a given size from a given population is composed of equally likely
outcomes).[20]
Infinitely large sample spaces

In an elementary approach to probability, any subset of the sample space is usually called an event.[9]
However, this gives rise to problems when the sample space is continuous, so that a more precise definition
of an 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.
An example of an infinitely large sample space is measuring the lifetime of a light bulb. The corresponding
sample space would be [0, ∞).[9]
See also
Parameter space
Probability space
Space (mathematics)
Set (mathematics)
Event (probability theory)
σ-algebra
References
1. Stark, Henry; Woods, John W. (2002). Probability and Random Processes with Applications
to Signal Processing (3rd ed.). Pearson. p. 7. ISBN 9788177583564.
2. Forbes, Catherine; Evans, Merran; Hastings, Nicholas; Peacock, Brian (2011). Statistical
Distributions (https://archive.org/details/statisticaldistr00cfor) (4th ed.). Wiley. p. 3 (https://arc
hive.org/details/statisticaldistr00cfor/page/n17). ISBN 9780470390634.
3. Hogg, Robert; Tannis, Elliot; Zimmerman, Dale (December 24, 2013). Probability and
Statistical Inference. Pearson Education, Inc. p. 10. ISBN 978-0321923271. "The collection
of all possible outcomes... is called the outcome space."
4. Albert, Jim (1998-01-21). "Listing All Possible Outcomes (The Sample Space)" (http://www-
math.bgsu.edu/~albert/m115/probability/sample_space.html). Bowling Green State
University. Retrieved 2013-06-25.
5. Soong, T. T. (2004). Fundamentals of probability and statistics for engineers (https://www.wor
ldcat.org/oclc/55135988). Chichester: Wiley. ISBN 0-470-86815-5. OCLC 55135988 (https://
www.worldcat.org/oclc/55135988).
6. "UOR_2.1" (https://web.mit.edu/urban_or_book/www/book/chapter2/2.1.html). web.mit.edu.
Retrieved 2019-11-21.
7. Ross, Sheldon (2010). A First Course in Probability (http://julio.staff.ipb.ac.id/files/2015/02/R
oss_8th_ed_English.pdf) (PDF) (8th ed.). Pearson Prentice Hall. p. 23. ISBN 978-
0136033134.
8. Dekking, F.M. (Frederik Michel), 1946- (2005). A modern introduction to probability and
statistics : understanding why and how. Springer. ISBN 1-85233-896-2. OCLC 783259968
(https://www.worldcat.org/oclc/783259968).
9. "Sample Space, Events and Probability" (https://faculty.math.illinois.edu/~kkirkpat/SampleS
pace.pdf) (PDF). Mathematics at Illinois.
10. Larsen, R. J.; Marx, M. L. (2001). An Introduction to Mathematical Statistics and Its
Applications (3rd ed.). Upper Saddle River, NJ: Prentice Hall. p. 22. ISBN 9780139223037.
11. LaValle, Steven M. (2006). Planning Algorithms (http://lavalle.pl/planning/ch9.pdf) (PDF).
Cambridge University Press. p. 442.
12. "Sample Spaces, Events, and Their Probabilities" (https://saylordotorg.github.io/text_introdu
ctory-statistics/s07-01-sample-spaces-events-and-their.html). saylordotorg.github.io.
Retrieved 2019-11-21.
13. Tsitsiklis, John (Spring 2018). "Sample Spaces" (https://ocw.mit.edu/resources/res-6-012-intr
oduction-to-probability-spring-2018/part-i-the-fundamentals). Massachusetts Institute of
Technology. Retrieved July 9, 2018.
14. Jones, James (1996). "Stats: Introduction to Probability - Sample Spaces" (https://people.ric
hland.edu/james/lecture/m170/ch05-int.html). Richland Community College. Retrieved
2013-11-30.
15. Foerster, Paul A. (2006). Algebra and Trigonometry: Functions and Applications, Teacher's
Edition (https://archive.org/details/algebratrigonome00paul_0/page/633) (Classics ed.).
Prentice Hall. p. 633 (https://archive.org/details/algebratrigonome00paul_0/page/633).
ISBN 0-13-165711-9.
16. "Equally Likely outcomes" (https://www3.nd.edu/~dgalvin1/10120/10120_S16/Topic09_7p2
_Galvin.pdf) (PDF). University of Notre Dame.
17. "Chapter 3: Probability" (https://www.coconino.edu/resources/files/pdfs/academics/arts-and-
sciences/MAT142/Chapter_3_Probability.pdf) (PDF). Coconino Community College.
18. Yates, Daniel S.; Moore, David S.; Starnes, Daren S. (2003). The Practice of Statistics (http
s://web.archive.org/web/20050209001108/http://bcs.whfreeman.com/yates2e/) (2nd ed.).
New York: Freeman. ISBN 978-0-7167-4773-4. Archived from the original (http://bcs.whfree
man.com/yates2e/) on 2005-02-09.
19. "Probability: Rolling Two Dice" (http://www.math.hawaii.edu/~ramsey/Probability/TwoDice.ht
ml). www.math.hawaii.edu. Retrieved 2021-12-17.
20. "Simple Random Samples" (https://web.ma.utexas.edu/users/mks/statmistakes/SRS.html).
web.ma.utexas.edu. Retrieved 2019-11-21.
External links
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Sample space

A well-defined, non-empty sample space is one of three components in a probabilistic model (a

A sample space can be represented visually by a rectangle,

Conditions of a sample space

Multiple sample spaces

Equally likely outcomes

Though most random phenomena do not have equally likely

the event are , so the probability is

Infinitely large sample spaces

Retrieved from "https://en.wikipedia.org/w/index.php?title=Sample_space&oldid=1157529888"

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