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Sample space

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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.

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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.

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References

[a1]	W. Feller, "An introduction to probability theory and its applications", 1, Wiley (1957) pp. Chapt. 1

How to Cite This Entry:
Sampling space. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Sampling_space&oldid=20906

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Sample spaceencyclopedia_of_mathematics Sample spaceencyclopedia_of_mathematics

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Probability spaceoutgoing citation Elementary eventsoutgoing citation Feller, "An introduction to probability theory and its applications"outgoing citation Loss functionincoming citation Probabilityincoming citation Matrix variate distributionincoming citation Discrete distributionincoming citation Discriminant analysisincoming citation Sample clusterincoming citation Decision functionincoming citation Maximal invariantincoming citation Differential geometry in statistical inferenceincoming citation Varianceincoming citation

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