Definition:Experiment

Definition
An experiment is defined as:
 * a course of action whose consequence is not predetermined.

Formal Definition
An experiment, which can conveniently be denoted $\mathcal E$, is a measure space $\left({\Omega, \Sigma, \Pr}\right)$ such that $\Pr \left({\Omega}\right) = 1$.

Also see

 * Definition:Probability Space


 * Definition:Sample Space
 * Definition:Event Space
 * Definition:Probability Measure

Example
Let $\mathcal E$ be the experiment of throwing a standard $6$-sided die, to see whether the number thrown is greater than $4$.


 * The sample space of $\mathcal E$ is $\Omega = \left\{{1, 2, 3, 4, 5, 6}\right\}$.


 * The event space of $\mathcal E$ is: $\Sigma = \left\{{\forall \omega \in \Omega: \omega > 4}\right\}$.


 * The probability measure is defined as:
 * $\displaystyle \forall \omega \in \Omega: \Pr \left({\omega}\right) = \frac 1 6$

Also known as
An experiment is also known as a trial.