Experiment (probability theory)

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In probability theory, an experiment or trial is any procedure that can be infinitely repeated and has a well-defined set of possible outcomes, known as the sample space.

Description

An experiment is said to be random if it has more than one possible outcome, and deterministic if it has only one. A random experiment that has exactly two (mutually exclusive) possible outcomes is known as a Bernoulli trial.

When an experiment is conducted, one (and only one) outcome results — although this outcome may be included in any number of events, all of which would be said to have occurred on that trial.

After conducting many trials of the same experiment and pooling the results, an experimenter can begin to assess the empirical probabilities of the various outcomes and events that can occur in the experiment and apply the methods of statistical analysis.

See also

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