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Experiment (probability theory) - Wikipedia

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mw-list-item"><a href="https://be.wikipedia.org/wiki/%D0%AD%D0%BA%D1%81%D0%BF%D0%B5%D1%80%D1%8B%D0%BC%D0%B5%D0%BD%D1%82_(%D1%82%D1%8D%D0%BE%D1%80%D1%8B%D1%8F_%D1%96%D0%BC%D0%B0%D0%B2%D0%B5%D1%80%D0%BD%D0%B0%D1%81%D1%86%D0%B5%D0%B9)" title="Эксперымент (тэорыя імавернасцей) – Belarusian" lang="be" hreflang="be" data-title="Эксперымент (тэорыя імавернасцей)" data-language-autonym="Беларуская" data-language-local-name="Belarusian" class="interlanguage-link-target"><span>Беларуская</span></a></li><li class="interlanguage-link interwiki-ca mw-list-item"><a href="https://ca.wikipedia.org/wiki/Experiment_aleatori" title="Experiment aleatori – Catalan" lang="ca" hreflang="ca" data-title="Experiment aleatori" data-language-autonym="Català" data-language-local-name="Catalan" class="interlanguage-link-target"><span>Català</span></a></li><li class="interlanguage-link interwiki-cv mw-list-item"><a href="https://cv.wikipedia.org/wiki/%C4%82%D0%BD%D1%81%C4%83%D1%80%D1%82_%D1%8D%D0%BA%D1%81%D0%BF%D0%B5%D1%80%D0%B8%D0%BC%D0%B5%D0%BD%D1%82" title="Ăнсăрт эксперимент – Chuvash" lang="cv" hreflang="cv" data-title="Ăнсăрт эксперимент" data-language-autonym="Чӑвашла" data-language-local-name="Chuvash" class="interlanguage-link-target"><span>Чӑвашла</span></a></li><li class="interlanguage-link interwiki-cs mw-list-item"><a href="https://cs.wikipedia.org/wiki/N%C3%A1hodn%C3%BD_pokus" title="Náhodný pokus – Czech" lang="cs" hreflang="cs" data-title="Náhodný pokus" data-language-autonym="Čeština" data-language-local-name="Czech" class="interlanguage-link-target"><span>Čeština</span></a></li><li class="interlanguage-link interwiki-de mw-list-item"><a href="https://de.wikipedia.org/wiki/Zufallsexperiment" title="Zufallsexperiment – German" lang="de" hreflang="de" data-title="Zufallsexperiment" data-language-autonym="Deutsch" data-language-local-name="German" class="interlanguage-link-target"><span>Deutsch</span></a></li><li class="interlanguage-link interwiki-es mw-list-item"><a href="https://es.wikipedia.org/wiki/Experimento_aleatorio" title="Experimento aleatorio – Spanish" lang="es" hreflang="es" data-title="Experimento aleatorio" data-language-autonym="Español" data-language-local-name="Spanish" class="interlanguage-link-target"><span>Español</span></a></li><li class="interlanguage-link interwiki-eo mw-list-item"><a href="https://eo.wikipedia.org/wiki/Hazardoprovo" title="Hazardoprovo – Esperanto" lang="eo" hreflang="eo" data-title="Hazardoprovo" data-language-autonym="Esperanto" data-language-local-name="Esperanto" class="interlanguage-link-target"><span>Esperanto</span></a></li><li class="interlanguage-link interwiki-eu mw-list-item"><a href="https://eu.wikipedia.org/wiki/Saiakuntza_(probabilitate_teoria)" title="Saiakuntza (probabilitate teoria) – Basque" lang="eu" hreflang="eu" data-title="Saiakuntza (probabilitate teoria)" data-language-autonym="Euskara" data-language-local-name="Basque" class="interlanguage-link-target"><span>Euskara</span></a></li><li class="interlanguage-link interwiki-fa mw-list-item"><a href="https://fa.wikipedia.org/wiki/%D8%A2%D8%B2%D9%85%D8%A7%DB%8C%D8%B4_(%D9%86%D8%B8%D8%B1%DB%8C%D9%87_%D8%A7%D8%AD%D8%AA%D9%85%D8%A7%D9%84)" title="آزمایش (نظریه احتمال) – Persian" lang="fa" hreflang="fa" data-title="آزمایش (نظریه احتمال)" data-language-autonym="فارسی" data-language-local-name="Persian" class="interlanguage-link-target"><span>فارسی</span></a></li><li class="interlanguage-link interwiki-fr mw-list-item"><a href="https://fr.wikipedia.org/wiki/Exp%C3%A9rience_al%C3%A9atoire" title="Expérience aléatoire – French" lang="fr" hreflang="fr" data-title="Expérience aléatoire" data-language-autonym="Français" data-language-local-name="French" class="interlanguage-link-target"><span>Français</span></a></li><li class="interlanguage-link interwiki-mk mw-list-item"><a href="https://mk.wikipedia.org/wiki/%D0%9E%D0%BF%D0%B8%D1%82_(%D1%82%D0%B5%D0%BE%D1%80%D0%B8%D1%98%D0%B0_%D0%BD%D0%B0_%D0%B2%D0%B5%D1%80%D0%BE%D1%98%D0%B0%D1%82%D0%BD%D0%BE%D1%81%D1%82%D0%B0)" title="Опит (теорија на веројатноста) – Macedonian" lang="mk" hreflang="mk" data-title="Опит (теорија на веројатноста)" data-language-autonym="Македонски" data-language-local-name="Macedonian" class="interlanguage-link-target"><span>Македонски</span></a></li><li class="interlanguage-link interwiki-ja mw-list-item"><a href="https://ja.wikipedia.org/wiki/%E8%A9%A6%E8%A1%8C_(%E7%A2%BA%E7%8E%87%E8%AB%96)" title="試行 (確率論) – Japanese" lang="ja" hreflang="ja" data-title="試行 (確率論)" data-language-autonym="日本語" data-language-local-name="Japanese" class="interlanguage-link-target"><span>日本語</span></a></li><li class="interlanguage-link interwiki-pl mw-list-item"><a href="https://pl.wikipedia.org/wiki/Do%C5%9Bwiadczenie_losowe" title="Doświadczenie losowe – Polish" lang="pl" hreflang="pl" 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href="https://zh-yue.wikipedia.org/wiki/%E5%AF%A6%E9%A9%97_(%E6%A6%82%E7%8E%87%E8%AB%96)" title="實驗 (概率論) – Cantonese" lang="yue" hreflang="yue" data-title="實驗 (概率論)" data-language-autonym="粵語" data-language-local-name="Cantonese" class="interlanguage-link-target"><span>粵語</span></a></li><li class="interlanguage-link interwiki-zh mw-list-item"><a href="https://zh.wikipedia.org/wiki/%E9%9A%8F%E6%9C%BA%E8%AF%95%E9%AA%8C" title="随机试验 – Chinese" lang="zh" hreflang="zh" data-title="随机试验" data-language-autonym="中文" data-language-local-name="Chinese" class="interlanguage-link-target"><span>中文</span></a></li> </ul> <div class="after-portlet after-portlet-lang"><span class="wb-langlinks-edit wb-langlinks-link"><a href="https://www.wikidata.org/wiki/Special:EntityPage/Q3062469#sitelinks-wikipedia" title="Edit interlanguage links" class="wbc-editpage">Edit links</a></span></div> </div> </div> </div> </header> <div class="vector-page-toolbar"> <div class="vector-page-toolbar-container"> <div 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id="mw-content-subtitle"></div></div> <div id="mw-content-text" class="mw-body-content"><div class="mw-content-ltr mw-parser-output" lang="en" dir="ltr"><div class="shortdescription nomobile noexcerpt noprint searchaux" style="display:none">Procedure that can be infinitely repeated, with a well-defined set of outcomes</div> <style data-mw-deduplicate="TemplateStyles:r1236090951">.mw-parser-output .hatnote{font-style:italic}.mw-parser-output div.hatnote{padding-left:1.6em;margin-bottom:0.5em}.mw-parser-output .hatnote i{font-style:normal}.mw-parser-output .hatnote+link+.hatnote{margin-top:-0.5em}@media print{body.ns-0 .mw-parser-output .hatnote{display:none!important}}</style><div role="note" class="hatnote navigation-not-searchable">This article is about the probabilistic model used in actual experiments. For a discussion about actual experiments, see <a href="/wiki/Experiment" title="Experiment">experiment</a>.</div> <style data-mw-deduplicate="TemplateStyles:r1129693374">.mw-parser-output .hlist dl,.mw-parser-output .hlist ol,.mw-parser-output .hlist ul{margin:0;padding:0}.mw-parser-output .hlist dd,.mw-parser-output .hlist dt,.mw-parser-output .hlist li{margin:0;display:inline}.mw-parser-output .hlist.inline,.mw-parser-output .hlist.inline dl,.mw-parser-output .hlist.inline ol,.mw-parser-output .hlist.inline ul,.mw-parser-output .hlist dl dl,.mw-parser-output .hlist dl ol,.mw-parser-output .hlist dl ul,.mw-parser-output .hlist ol dl,.mw-parser-output .hlist ol ol,.mw-parser-output .hlist ol ul,.mw-parser-output .hlist ul dl,.mw-parser-output .hlist ul ol,.mw-parser-output .hlist ul ul{display:inline}.mw-parser-output .hlist .mw-empty-li{display:none}.mw-parser-output .hlist dt::after{content:": "}.mw-parser-output .hlist dd::after,.mw-parser-output .hlist li::after{content:" · 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.sidebar:not(.notheme) .sidebar-list-title,html.skin-theme-clientpref-night .mw-parser-output .sidebar:not(.notheme) .sidebar-title-with-pretitle{background:transparent!important}html.skin-theme-clientpref-night .mw-parser-output .sidebar:not(.notheme) .sidebar-title-with-pretitle a{color:var(--color-progressive)!important}}@media screen and (prefers-color-scheme:dark){html.skin-theme-clientpref-os .mw-parser-output .sidebar:not(.notheme) .sidebar-list-title,html.skin-theme-clientpref-os .mw-parser-output .sidebar:not(.notheme) .sidebar-title-with-pretitle{background:transparent!important}html.skin-theme-clientpref-os .mw-parser-output .sidebar:not(.notheme) .sidebar-title-with-pretitle a{color:var(--color-progressive)!important}}@media print{body.ns-0 .mw-parser-output .sidebar{display:none!important}}</style><table class="sidebar nomobile nowraplinks hlist"><tbody><tr><td class="sidebar-pretitle">Part of a series on <a href="/wiki/Statistics" title="Statistics">statistics</a></td></tr><tr><th class="sidebar-title-with-pretitle"><a href="/wiki/Probability_theory" title="Probability theory">Probability theory</a></th></tr><tr><td class="sidebar-image"><span typeof="mw:File"><a href="/wiki/File:Standard_deviation_diagram_micro.svg" class="mw-file-description"><img src="//upload.wikimedia.org/wikipedia/commons/thumb/3/3a/Standard_deviation_diagram_micro.svg/250px-Standard_deviation_diagram_micro.svg.png" decoding="async" width="250" height="125" class="mw-file-element" srcset="//upload.wikimedia.org/wikipedia/commons/thumb/3/3a/Standard_deviation_diagram_micro.svg/375px-Standard_deviation_diagram_micro.svg.png 1.5x, //upload.wikimedia.org/wikipedia/commons/thumb/3/3a/Standard_deviation_diagram_micro.svg/500px-Standard_deviation_diagram_micro.svg.png 2x" data-file-width="400" data-file-height="200" /></a></span></td></tr><tr><td class="sidebar-content"> <ul><li><a href="/wiki/Probability" title="Probability">Probability</a> <ul><li><a href="/wiki/Probability_axioms" title="Probability axioms">Axioms</a></li></ul></li> <li><a href="/wiki/Determinism" title="Determinism">Determinism</a> <ul><li><a href="/wiki/Deterministic_system" title="Deterministic system">System</a></li></ul></li> <li><a href="/wiki/Indeterminism" title="Indeterminism">Indeterminism</a></li> <li><a href="/wiki/Randomness" title="Randomness">Randomness</a></li></ul></td> </tr><tr><td class="sidebar-content"> <ul><li><a href="/wiki/Probability_space" title="Probability space">Probability space</a></li> <li><a href="/wiki/Sample_space" title="Sample space">Sample space</a></li> <li><a href="/wiki/Event_(probability_theory)" title="Event (probability theory)">Event</a> <ul><li><a href="/wiki/Collectively_exhaustive_events" title="Collectively exhaustive events">Collectively exhaustive events</a></li> <li><a href="/wiki/Elementary_event" title="Elementary event">Elementary event</a></li> <li><a href="/wiki/Mutual_exclusivity" title="Mutual exclusivity">Mutual exclusivity</a></li> <li><a href="/wiki/Outcome_(probability)" title="Outcome (probability)">Outcome</a></li> <li><a href="/wiki/Singleton_(mathematics)" title="Singleton (mathematics)">Singleton</a></li></ul></li> <li><a class="mw-selflink selflink">Experiment</a> <ul><li><a href="/wiki/Bernoulli_trial" title="Bernoulli trial">Bernoulli trial</a></li></ul></li> <li><a href="/wiki/Probability_distribution" title="Probability distribution">Probability distribution</a> <ul><li><a href="/wiki/Bernoulli_distribution" title="Bernoulli distribution">Bernoulli distribution</a></li> <li><a href="/wiki/Binomial_distribution" title="Binomial distribution">Binomial distribution</a></li> <li><a href="/wiki/Exponential_distribution" title="Exponential distribution">Exponential distribution</a></li> <li><a href="/wiki/Normal_distribution" title="Normal distribution">Normal distribution</a></li> <li><a href="/wiki/Pareto_distribution" title="Pareto distribution">Pareto distribution</a></li> <li><a href="/wiki/Poisson_distribution" title="Poisson distribution">Poisson distribution</a></li></ul></li> <li><a href="/wiki/Probability_measure" title="Probability measure">Probability measure</a></li> <li><a href="/wiki/Random_variable" title="Random variable">Random variable</a> <ul><li><a href="/wiki/Bernoulli_process" title="Bernoulli process">Bernoulli process</a></li> <li><a href="/wiki/Continuous_or_discrete_variable" title="Continuous or discrete variable">Continuous or discrete</a></li> <li><a href="/wiki/Expected_value" title="Expected value">Expected value</a></li> <li><a href="/wiki/Variance" title="Variance">Variance</a></li> <li><a href="/wiki/Markov_chain" title="Markov chain">Markov chain</a></li> <li><a href="/wiki/Realization_(probability)" title="Realization (probability)">Observed value</a></li> <li><a href="/wiki/Random_walk" title="Random walk">Random walk</a></li> <li><a href="/wiki/Stochastic_process" title="Stochastic process">Stochastic process</a></li></ul></li></ul></td> </tr><tr><td class="sidebar-content"> <ul><li><a href="/wiki/Complementary_event" title="Complementary event">Complementary event</a></li> <li><a href="/wiki/Joint_probability_distribution" title="Joint probability distribution">Joint probability</a></li> <li><a href="/wiki/Marginal_distribution" title="Marginal distribution">Marginal probability</a></li> <li><a href="/wiki/Conditional_probability" title="Conditional probability">Conditional probability</a></li></ul></td> </tr><tr><td class="sidebar-content"> <ul><li><a href="/wiki/Independence_(probability_theory)" title="Independence (probability theory)">Independence</a></li> <li><a href="/wiki/Conditional_independence" title="Conditional independence">Conditional independence</a></li> <li><a href="/wiki/Law_of_total_probability" title="Law of total probability">Law of total probability</a></li> <li><a href="/wiki/Law_of_large_numbers" title="Law of large numbers">Law of large numbers</a></li> <li><a href="/wiki/Bayes%27_theorem" title="Bayes&#39; theorem">Bayes' theorem</a></li> <li><a href="/wiki/Boole%27s_inequality" title="Boole&#39;s inequality">Boole's inequality</a></li></ul></td> </tr><tr><td class="sidebar-content"> <ul><li><a href="/wiki/Venn_diagram" title="Venn diagram">Venn diagram</a></li> <li><a href="/wiki/Tree_diagram_(probability_theory)" title="Tree diagram (probability theory)">Tree diagram</a></li></ul></td> </tr><tr><td class="sidebar-navbar"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1129693374"><style data-mw-deduplicate="TemplateStyles:r1239400231">.mw-parser-output .navbar{display:inline;font-size:88%;font-weight:normal}.mw-parser-output .navbar-collapse{float:left;text-align:left}.mw-parser-output .navbar-boxtext{word-spacing:0}.mw-parser-output .navbar ul{display:inline-block;white-space:nowrap;line-height:inherit}.mw-parser-output .navbar-brackets::before{margin-right:-0.125em;content:"[ "}.mw-parser-output .navbar-brackets::after{margin-left:-0.125em;content:" ]"}.mw-parser-output .navbar li{word-spacing:-0.125em}.mw-parser-output .navbar a>span,.mw-parser-output .navbar a>abbr{text-decoration:inherit}.mw-parser-output .navbar-mini abbr{font-variant:small-caps;border-bottom:none;text-decoration:none;cursor:inherit}.mw-parser-output .navbar-ct-full{font-size:114%;margin:0 7em}.mw-parser-output .navbar-ct-mini{font-size:114%;margin:0 4em}html.skin-theme-clientpref-night .mw-parser-output .navbar li a abbr{color:var(--color-base)!important}@media(prefers-color-scheme:dark){html.skin-theme-clientpref-os .mw-parser-output .navbar li a abbr{color:var(--color-base)!important}}@media print{.mw-parser-output .navbar{display:none!important}}</style><div class="navbar plainlinks hlist navbar-mini"><ul><li class="nv-view"><a href="/wiki/Template:Probability_fundamentals" title="Template:Probability fundamentals"><abbr title="View this template">v</abbr></a></li><li class="nv-talk"><a href="/wiki/Template_talk:Probability_fundamentals" title="Template talk:Probability fundamentals"><abbr title="Discuss this template">t</abbr></a></li><li class="nv-edit"><a href="/wiki/Special:EditPage/Template:Probability_fundamentals" title="Special:EditPage/Template:Probability fundamentals"><abbr title="Edit this template">e</abbr></a></li></ul></div></td></tr></tbody></table> <p>In <a href="/wiki/Probability_theory" title="Probability theory">probability theory</a>, an <b>experiment</b> or <b>trial</b> (see below) is any <a href="/wiki/Experiment" title="Experiment">procedure</a> that can be <a href="/wiki/Infinity" title="Infinity">infinitely</a> repeated and has a <a href="/wiki/Well-defined" class="mw-redirect" title="Well-defined">well-defined</a> <a href="/wiki/Set_(mathematics)" title="Set (mathematics)">set</a> of possible <a href="/wiki/Outcome_(probability)" title="Outcome (probability)">outcomes</a>, known as the <a href="/wiki/Sample_space" title="Sample space">sample space</a>.<sup id="cite_ref-1" class="reference"><a href="#cite_note-1"><span class="cite-bracket">&#91;</span>1<span class="cite-bracket">&#93;</span></a></sup> An experiment is said to be <a href="/wiki/Randomness" title="Randomness"><i>random</i></a> if it has more than one possible outcome, and <a href="/wiki/Deterministic_system" title="Deterministic system"><i>deterministic</i></a> if it has only one. A random experiment that has exactly two (<a href="/wiki/Mutually_exclusive_events" class="mw-redirect" title="Mutually exclusive events">mutually exclusive</a>) possible outcomes is known as a <a href="/wiki/Bernoulli_trial" title="Bernoulli trial">Bernoulli trial</a>.<sup id="cite_ref-2" class="reference"><a href="#cite_note-2"><span class="cite-bracket">&#91;</span>2<span class="cite-bracket">&#93;</span></a></sup> </p><p>When an experiment is conducted, one (and only one) outcome results&#8212; although this outcome may be included in any number of <a href="/wiki/Event_(probability_theory)" title="Event (probability theory)">events</a>, all of which would be said to have occurred on that trial. After conducting many trials of the same experiment and pooling the results, an experimenter can begin to assess the <a href="/wiki/Empirical_probability" title="Empirical probability">empirical probabilities</a> of the various outcomes and events that can occur in the experiment and apply the methods of <a href="/wiki/Statistics" title="Statistics">statistical analysis</a>. </p> <meta property="mw:PageProp/toc" /> <div class="mw-heading mw-heading2"><h2 id="Experiments_and_trials">Experiments and trials</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Experiment_(probability_theory)&amp;action=edit&amp;section=1" title="Edit section: Experiments and trials"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>Random experiments are often conducted repeatedly, so that the collective results may be subjected to <a href="/wiki/Statistics" title="Statistics">statistical analysis</a>. A fixed number of repetitions of the same experiment can be thought of as a <b>composed experiment</b>, in which case the individual repetitions are called <b>trials</b>. For example, if one were to toss the same coin one hundred times and record each result, each toss would be considered a trial within the experiment composed of all hundred tosses.<sup id="cite_ref-3" class="reference"><a href="#cite_note-3"><span class="cite-bracket">&#91;</span>3<span class="cite-bracket">&#93;</span></a></sup> </p> <div class="mw-heading mw-heading2"><h2 id="Mathematical_description">Mathematical description</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Experiment_(probability_theory)&amp;action=edit&amp;section=2" title="Edit section: Mathematical description"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1236090951"><div role="note" class="hatnote navigation-not-searchable">Main article: <a href="/wiki/Probability_space" title="Probability space">Probability space</a></div> <p>A random experiment is described or modeled by a mathematical construct known as a <a href="/wiki/Probability_space" title="Probability space">probability space</a>. A probability space is constructed and defined with a specific kind of experiment or trial in mind. </p><p>A mathematical description of an experiment consists of three parts: </p> <ol><li>A <a href="/wiki/Sample_space" title="Sample space">sample space</a>, Ω (or <i>S</i>), which is the <a href="/wiki/Set_(mathematics)" title="Set (mathematics)">set</a> of all possible <a href="/wiki/Outcome_(probability)" title="Outcome (probability)">outcomes</a>.</li> <li>A set of <a href="/wiki/Event_(probability_theory)" title="Event (probability theory)">events</a> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \scriptstyle {\mathcal {F}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mstyle displaystyle="false" scriptlevel="1"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">F</mi> </mrow> </mrow> </mstyle> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \scriptstyle {\mathcal {F}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ad0447a12ce4a16bfe75de41717b3f69cffcb7aa" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.362ex; height:1.676ex;" alt="{\displaystyle \scriptstyle {\mathcal {F}}}"></span>, where each event is a set containing zero or more outcomes.</li> <li>The assignment of <a href="/wiki/Probability" title="Probability">probabilities</a> to the events—that is, a function <i>P</i> mapping from events to probabilities.</li></ol> <p>An <i>outcome</i> is the result of a single execution of the model. Since individual outcomes might be of little practical use, more complicated <i>events</i> are used to characterize groups of outcomes. The collection of all such events is a <i><a href="/wiki/Sigma-algebra" class="mw-redirect" title="Sigma-algebra">sigma-algebra</a></i> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \scriptstyle {\mathcal {F}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mstyle displaystyle="false" scriptlevel="1"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">F</mi> </mrow> </mrow> </mstyle> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \scriptstyle {\mathcal {F}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ad0447a12ce4a16bfe75de41717b3f69cffcb7aa" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.362ex; height:1.676ex;" alt="{\displaystyle \scriptstyle {\mathcal {F}}}"></span>. Finally, there is a need to specify each event's likelihood of happening; this is done using the <i><a href="/wiki/Probability_measure" title="Probability measure">probability measure</a></i> function, <i>P</i>. </p><p>Once an experiment is designed and established, <i>ω</i> from the sample space Ω, all the events in <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \scriptstyle {\mathcal {F}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mstyle displaystyle="false" scriptlevel="1"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">F</mi> </mrow> </mrow> </mstyle> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \scriptstyle {\mathcal {F}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ad0447a12ce4a16bfe75de41717b3f69cffcb7aa" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.362ex; height:1.676ex;" alt="{\displaystyle \scriptstyle {\mathcal {F}}}"></span> that contain the selected outcome <i>ω</i> (recall that each event is a subset of Ω) are said to “have occurred”. The probability function <i>P</i> is defined in such a way that, if the experiment were to be repeated an infinite number of times, the relative frequencies of occurrence of each of the events would <a href="/wiki/Limit_(mathematics)" title="Limit (mathematics)">approach</a> agreement with the values <i>P</i> assigns them. </p><p>As a simple experiment, we may flip a coin twice. The sample space (where the order of the two flips is relevant) is <i>{(H, T), (T, H), (T, T), (H, H)}</i> where "H" means "heads" and "T" means "tails". Note that each of <i>(H, T), (T, H)</i>, ... are possible <i>outcomes</i> of the experiment. We may define an <i>event</i> which occurs when a "heads" occurs in either of the two flips. This event contains all of the outcomes except <i>(T, T)</i>. </p> <div class="mw-heading mw-heading2"><h2 id="See_also">See also</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Experiment_(probability_theory)&amp;action=edit&amp;section=3" title="Edit section: See also"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <ul><li><a href="/wiki/Probability_space" title="Probability space">Probability space</a></li></ul> <div class="mw-heading mw-heading2"><h2 id="References">References</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Experiment_(probability_theory)&amp;action=edit&amp;section=4" title="Edit section: References"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <style data-mw-deduplicate="TemplateStyles:r1239543626">.mw-parser-output .reflist{margin-bottom:0.5em;list-style-type:decimal}@media screen{.mw-parser-output .reflist{font-size:90%}}.mw-parser-output .reflist .references{font-size:100%;margin-bottom:0;list-style-type:inherit}.mw-parser-output .reflist-columns-2{column-width:30em}.mw-parser-output .reflist-columns-3{column-width:25em}.mw-parser-output .reflist-columns{margin-top:0.3em}.mw-parser-output .reflist-columns ol{margin-top:0}.mw-parser-output .reflist-columns li{page-break-inside:avoid;break-inside:avoid-column}.mw-parser-output .reflist-upper-alpha{list-style-type:upper-alpha}.mw-parser-output .reflist-upper-roman{list-style-type:upper-roman}.mw-parser-output .reflist-lower-alpha{list-style-type:lower-alpha}.mw-parser-output .reflist-lower-greek{list-style-type:lower-greek}.mw-parser-output .reflist-lower-roman{list-style-type:lower-roman}</style><div class="reflist"> <div class="mw-references-wrap"><ol class="references"> <li id="cite_note-1"><span class="mw-cite-backlink"><b><a href="#cite_ref-1">^</a></b></span> <span class="reference-text"><style data-mw-deduplicate="TemplateStyles:r1238218222">.mw-parser-output cite.citation{font-style:inherit;word-wrap:break-word}.mw-parser-output .citation q{quotes:"\"""\"""'""'"}.mw-parser-output .citation:target{background-color:rgba(0,127,255,0.133)}.mw-parser-output .id-lock-free.id-lock-free a{background:url("//upload.wikimedia.org/wikipedia/commons/6/65/Lock-green.svg")right 0.1em center/9px no-repeat}.mw-parser-output .id-lock-limited.id-lock-limited a,.mw-parser-output .id-lock-registration.id-lock-registration a{background:url("//upload.wikimedia.org/wikipedia/commons/d/d6/Lock-gray-alt-2.svg")right 0.1em center/9px no-repeat}.mw-parser-output .id-lock-subscription.id-lock-subscription a{background:url("//upload.wikimedia.org/wikipedia/commons/a/aa/Lock-red-alt-2.svg")right 0.1em center/9px no-repeat}.mw-parser-output .cs1-ws-icon a{background:url("//upload.wikimedia.org/wikipedia/commons/4/4c/Wikisource-logo.svg")right 0.1em center/12px no-repeat}body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-free a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-limited a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-registration a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-subscription a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .cs1-ws-icon a{background-size:contain;padding:0 1em 0 0}.mw-parser-output .cs1-code{color:inherit;background:inherit;border:none;padding:inherit}.mw-parser-output .cs1-hidden-error{display:none;color:var(--color-error,#d33)}.mw-parser-output .cs1-visible-error{color:var(--color-error,#d33)}.mw-parser-output .cs1-maint{display:none;color:#085;margin-left:0.3em}.mw-parser-output .cs1-kern-left{padding-left:0.2em}.mw-parser-output .cs1-kern-right{padding-right:0.2em}.mw-parser-output .citation .mw-selflink{font-weight:inherit}@media screen{.mw-parser-output .cs1-format{font-size:95%}html.skin-theme-clientpref-night .mw-parser-output .cs1-maint{color:#18911f}}@media screen and (prefers-color-scheme:dark){html.skin-theme-clientpref-os .mw-parser-output .cs1-maint{color:#18911f}}</style><cite id="CITEREFAlbert1998" class="citation web cs1">Albert, Jim (21 January 1998). <a rel="nofollow" class="external text" href="https://web.archive.org/web/20001016182602/http://www-math.bgsu.edu/~albert/m115/probability/sample_space.html">"Listing All Possible Outcomes (The Sample Space)"</a>. Bowling Green State University. Archived from <a rel="nofollow" class="external text" href="http://www-math.bgsu.edu/~albert/m115/probability/sample_space.html">the original</a> on 16 October 2000<span class="reference-accessdate">. Retrieved <span class="nowrap">June 25,</span> 2013</span>.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rft.genre=unknown&amp;rft.btitle=Listing+All+Possible+Outcomes+%28The+Sample+Space%29&amp;rft.pub=Bowling+Green+State+University&amp;rft.date=1998-01-21&amp;rft.aulast=Albert&amp;rft.aufirst=Jim&amp;rft_id=http%3A%2F%2Fwww-math.bgsu.edu%2F~albert%2Fm115%2Fprobability%2Fsample_space.html&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3AExperiment+%28probability+theory%29" class="Z3988"></span></span> </li> <li id="cite_note-2"><span class="mw-cite-backlink"><b><a href="#cite_ref-2">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFPapoulis1984" class="citation encyclopaedia cs1">Papoulis, Athanasios (1984). "Bernoulli Trials". <a rel="nofollow" class="external text" href="http://www.mhhe.com/engcs/electrical/papoulis/"><i>Probability, Random Variables, and Stochastic Processes</i></a> (2nd&#160;ed.). New York: <a href="/wiki/McGraw-Hill" class="mw-redirect" title="McGraw-Hill">McGraw-Hill</a>. pp.&#160;57–63.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rft.genre=bookitem&amp;rft.atitle=Bernoulli+Trials&amp;rft.btitle=Probability%2C+Random+Variables%2C+and+Stochastic+Processes&amp;rft.place=New+York&amp;rft.pages=57-63&amp;rft.edition=2nd&amp;rft.pub=McGraw-Hill&amp;rft.date=1984&amp;rft.aulast=Papoulis&amp;rft.aufirst=Athanasios&amp;rft_id=http%3A%2F%2Fwww.mhhe.com%2Fengcs%2Felectrical%2Fpapoulis%2F&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3AExperiment+%28probability+theory%29" class="Z3988"></span></span> </li> <li id="cite_note-3"><span class="mw-cite-backlink"><b><a href="#cite_ref-3">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite class="citation web cs1"><a rel="nofollow" class="external text" href="http://www.futureaccountant.com/probability/study-notes/trial-result-event-outcome.php">"Trial, Experiment, Event, Result/Outcome - Probability"</a>. <i>Future Accountant</i><span class="reference-accessdate">. Retrieved <span class="nowrap">22 July</span> 2013</span>.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&amp;rft.genre=unknown&amp;rft.jtitle=Future+Accountant&amp;rft.atitle=Trial%2C+Experiment%2C+Event%2C+Result%2FOutcome+-+Probability&amp;rft_id=http%3A%2F%2Fwww.futureaccountant.com%2Fprobability%2Fstudy-notes%2Ftrial-result-event-outcome.php&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3AExperiment+%28probability+theory%29" class="Z3988"></span></span> </li> </ol></div></div> <div class="mw-heading mw-heading2"><h2 id="External_links">External links</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Experiment_(probability_theory)&amp;action=edit&amp;section=5" title="Edit section: External links"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <ul><li><span class="noviewer" typeof="mw:File"><a href="/wiki/File:Commons-logo.svg" class="mw-file-description"><img alt="" src="//upload.wikimedia.org/wikipedia/en/thumb/4/4a/Commons-logo.svg/12px-Commons-logo.svg.png" decoding="async" width="12" height="16" class="mw-file-element" srcset="//upload.wikimedia.org/wikipedia/en/thumb/4/4a/Commons-logo.svg/18px-Commons-logo.svg.png 1.5x, //upload.wikimedia.org/wikipedia/en/thumb/4/4a/Commons-logo.svg/24px-Commons-logo.svg.png 2x" data-file-width="1024" data-file-height="1376" /></a></span> Media related to <a href="https://commons.wikimedia.org/wiki/Category:Experiment_(probability_theory)" class="extiw" title="commons:Category:Experiment (probability theory)">Experiment (probability theory)</a> at Wikimedia Commons</li></ul> <!-- NewPP limit report Parsed by mw‐web.codfw.main‐f69cdc8f6‐sf2cc Cached time: 20241122152324 Cache expiry: 2592000 Reduced expiry: false Complications: [vary‐revision‐sha1, show‐toc] CPU time usage: 0.312 seconds Real time usage: 0.446 seconds Preprocessor visited node count: 545/1000000 Post‐expand include size: 16055/2097152 bytes Template argument size: 1024/2097152 bytes Highest expansion depth: 11/100 Expensive parser function count: 3/500 Unstrip recursion depth: 1/20 Unstrip post‐expand size: 21668/5000000 bytes Lua time usage: 0.212/10.000 seconds Lua memory usage: 4323459/52428800 bytes Number of Wikibase entities loaded: 1/400 --> <!-- Transclusion expansion time report (%,ms,calls,template) 100.00% 356.645 1 -total 30.25% 107.890 1 Template:Reflist 27.53% 98.176 1 Template:Probability_fundamentals 26.57% 94.759 1 Template:Sidebar 23.49% 83.766 2 Template:Cite_web 19.97% 71.222 1 Template:Short_description 10.52% 37.521 2 Template:Pagetype 8.44% 30.108 1 Template:About 7.12% 25.392 1 Template:Commonscat-inline 6.50% 23.179 3 Template:Main_other --> <!-- Saved in parser cache with key enwiki:pcache:idhash:19621951-0!canonical and timestamp 20241122152324 and revision id 1215190326. 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