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 random variate forms a sigma-algebra, and sample space is defined as the largest set in the sigma-algebra. A sample space may also be known as a event space or possibility space . For example, the sample space of a toss of two coins, each of which may land heads (H) or tails (T), is the set of all possible outcomes: HH, HT, TH, and TT.
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