Let us now be more precise about our terminology and define some
additional terms that lead to the concept of a pdf.
Consistent with standard textbooks (e.g., [Hamming] or [DeGroot]), we will
refer to the physical or
mathematical process as an * experiment*, and this experiment has a number
(possibly infinite) of * outcomes*, to which we will assign probabilities.
The * sample space* **S** of the experiment is the collection of all
possible outcomes **s**.
Thus if the experiment is carried out, its outcome is assured to be in the
sample space **S**.
We will also describe one realization of the experiment as a * trial*,
and by definition a trial will have an outcome **s** in the sample space **S**.
The experiment may result in the occurrence of a specific * event* .
An event may
be viewed as a consequence of the outcome (or outcomes) of the experiment.
Let us now illustrate these concepts with a simple example.