Definition:Experiment

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Definition

Informal Definition

An experiment is defined as:

a course of action whose consequence is not predetermined.


Formal Definition

An experiment, which can conveniently be denoted $\EE$, is a measure space $\struct {\Omega, \Sigma, \Pr}$ such that $\map \Pr \Omega = 1$.


Also known as

An experiment is also known as:

a trial

or:

an observation.


Also see


Examples

Greater than 4 on 6-Sided Die

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 $\Omega = \set {1, 2, 3, 4, 5, 6}$.
The event space of $\mathcal E$ is: $\Sigma = \set {\forall \omega \in \Omega: \omega > 4}$.
The probability measure is defined as:
$\forall \omega \in \Omega: \map \Pr \omega = \dfrac 1 6$


Tossing 2 Coins

Let $\EE$ be the experiment of tossing $2$ coins.

The sample space of $\EE$ is:

$\Omega = \set {\tuple {\mathrm H, \mathrm H}, \tuple {\mathrm H, \mathrm T}, \tuple {\mathrm T, \mathrm H}, \tuple {\mathrm T, \mathrm T} }$

where $\mathrm H$ denotes heads and $\mathrm T$ denotes tails.


Suppose we are interested only in whether the coins fall alike ($\mathrm A$) or different ($\mathrm D$).

Then the sample space of $\EE$ is: $\Sigma = \set {\forall \omega \in \Omega: \omega > 4}$.

$\Omega = \set {\mathrm A, \mathrm D}$


Sources