A sample space, often denoted S, of an experiment or random trial is the set of all possible outcomes.
Example:
If the experiment is tossing a coin, the sample space is the set {head, tail}. For tossing a single six-sided die, the sample space is {1, 2, 3, 4, 5, 6}. Any subset of the sample space is usually called an event, while subsets of the sample space containing just a single element are called elementary events.
References:
Wikipedia. "Statistical Independence", Wikipedia Foundation Inc, "http://en.wikipedia.org/wiki/Probability", Last accessed 17th February 2006.
Arnold Mwesigye
Petrina Mangala