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Sample Space

Informally, the sample space for a given set of events is the set of all possible values the events may assume. Formally, the set of possible events for a given variate forms a Sigma Algebra, and sample space is defined as the largest set in the Sigma Algebra.

See also Probability Space, Random Variable, Sigma Algebra, State Space




© 1996-9 Eric W. Weisstein
1999-05-26