Sample space

A sample space is the set of all possible outcomes of a random experiment. Events are subsets of this set.

Random experiment: A repeatable process whose possible results are uncertain before it is performed. A sample space lists the possible results of such a process.
Event space: A collection of events, often a sigma-algebra, on which probabilities are defined. It specifies which subsets of the sample space count as measurable events.
Coin flipping: A random experiment in which a coin is tossed and its face is observed. A single toss has outcomes heads and tails; repeated tosses produce sequences.
Elementary event: An event containing exactly one outcome. It is a singleton subset, not the entire sample space unless only one outcome exists.
Outcome (probability theory): A single possible result of a random experiment. Each element of a sample space represents one possible outcome.
Power set: The set of all subsets of a given set. When every subset is an event, the event space is the sample space's power set.
Dice: Small numbered objects used to generate random outcomes by rolling. A fair six-sided die has six elementary outcomes in its simplest model.
Support (probability theory): The outcomes or values that have positive probability under a probability distribution. A distribution's support can be smaller than the sample space when some outcomes have probability zero.
Event (probability theory): A set of outcomes to which probability can be assigned. Events are formed by selecting subsets of the sample space.
Sigma-algebra: A collection of sets closed under complements and countable unions. Infinite probability models often restrict events to a sigma-algebra of subsets.

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