1. Experiment (실험)
- Any action or process by which observations (or measurements) are generated.
- The only way in which an investigator can elicit information about any phenomenon is to perform the experiments.
- Each experiment terminates with an outcome.
- If an experiment can be repeated under the same conditions, it is called a random experiment.
2. Sample space S (표본 공간 S)
- The sample space is a set that contains all possible outcomes of a particular experiment.
- The number of outcomes in the sample space can be finite or infinite.
- Infinite sample space can be countable or uncountable. A sample space is countable if the elements of the sample space can be put into 1-1 correspondence with a subset of the integers.
3. Event (사건)
- An event of a sample space S is a subset of S (including S itself).
- A simple event contains only one outcome. Denoted by w.
- A compound event contains two or more outcomes.
Experiment | Sample Space | Events |
Tossing a coin | {H,T} : finite | ∅, {H}, {T}, {H,T} |
Rolling a dice | {1, 2, 3, 4, 5, 6} : finite | |
Observing the number of accidents at an intersection |
{0, 1, 2, ...} : infinite - countable | |
Observing the survival time of a patient | {t : 0 < t} : infinite - uncountable |
4. Probability (Relative Frequency Approach)
- Suppose that an experiment is performed N times.
- The relative frequency for an event A is AoccursN = fN.
- If we let N get infinitely large, P(A)=limN→∞fNN

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