Informally, the sample space for a given set of events is the set of all possible values the events may assume. Formally, the set of possible events for a given random variate forms a sigma-algebra, and sample space is defined as the largest set in the sigma-algebra. A sample space may also be known as a event space or possibility space (Evans et al. 2000, p. 3).
For example, the sample space of a toss of two coins, each of which may land heads (H) or tails (T), is the set of all possible outcomes: HH, HT, TH, and TT.
