Experiment (probability theory)

In probability theory, an experiment or trial (see below) is any procedure that can be infinitely repeated and has a well-defined set of possible outcomes, known as the sample space.

Random experiments are often conducted repeatedly, so that the collective results may be subjected to statistical analysis.

A probability space is constructed and defined with a specific kind of experiment or trial in mind.

A mathematical description of an experiment consists of three parts: An outcome is the result of a single execution of the model.

The probability function P 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 approach agreement with the values P assigns them.