Sample Spaces and the Law of Large Numbers
Sample Spaces and the Law of Large Numbers
Probability is the math of chance. It helps us describe how likely an event is to happen.
To understand probability well, we first need to know all possible outcomes of an experiment. This list of outcomes is called the sample space.
We also need to understand that when we repeat an experiment many times, the results we actually observe often get closer to the probability we expected. This idea is called the Law of Large Numbers.
In this lesson, you will learn how to:
- find the sample space of an experiment,
- use the sample space to calculate probability,
- compare theoretical probability and experimental probability,
- understand the Law of Large Numbers.
1. What is a sample space?
A sample space is the set of all possible outcomes of a probability experiment.
An outcome is one possible result. For example, if you toss a coin once, the outcomes are Heads and Tails.
We can write the sample space using braces:
$$S = \{\text{Heads}, \text{Tails}\}$$
The sample space must include every valid outcome, but it should not include impossible outcomes.
Examples of sample spaces
- Rolling one number cube: $$S = \{1,2,3,4,5,6\}$$
- Choosing a day of the weekend: $$S = \{\text{Saturday}, \text{Sunday}\}$$
- Tossing two coins: $$S = \{HH, HT, TH, TT\}$$
2. Why sample spaces matter
The sample space helps us count how many outcomes are possible. Once we know that, we can calculate probability.
If all outcomes are equally likely, the probability of an event is:
$$P(\text{event}) = \frac{\text{number of favorable outcomes}}{\text{total number of outcomes}}$$
A favorable outcome is an outcome that matches the event we want.
For example, when rolling a fair die, the probability of getting an even number is based on the sample space $$\{1,2,3,4,5,6\}$$. The even numbers are $$2,4,6$$, so there are 3 favorable outcomes out of 6 total outcomes.
$$P(\text{even}) = \frac{3}{6} = \frac{1}{2}$$
3. Listing sample spaces
For simple experiments, we can list the sample space directly. For more than one action, we must be careful to include every possible combination.
Here are some useful ways to build a sample space:
- List outcomes one by one.
- Use a table for two-step experiments.
- Use a tree diagram to organize outcomes.
Example: Tossing two coins
The first coin can be H or T. The second coin can also be H or T.
So the sample space is:
$$S = \{HH, HT, TH, TT\}$$
Notice that HT and TH are different outcomes because the order matters. In one outcome, the first coin is Heads and the second is Tails. In the other, the first coin is Tails and the second is Heads.
4. Theoretical probability
Theoretical probability is the probability we calculate using math before doing the experiment.
It is based on the sample space and assumes the experiment is fair.
For example, if we toss two fair coins, what is the probability of getting exactly one head?
The sample space is:
$$\{HH, HT, TH, TT\}$$
The outcomes with exactly one head are $$HT$$ and $$TH$$. That is 2 favorable outcomes out of 4 total outcomes.
$$P(\text{exactly one head}) = \frac{2}{4} = \frac{1}{2}$$
5. Experimental probability
Experimental probability is based on actual results from performing an experiment.
Its formula is:
$$P(\text{event}) = \frac{\text{number of times the event happened}}{\text{total number of trials}}$$
For example, suppose a coin is tossed 20 times and it lands on Heads 13 times. Then the experimental probability of Heads is:
$$P(\text{Heads}) = \frac{13}{20}$$
This is not exactly $$\frac{1}{2}$$, even though a fair coin has theoretical probability $$\frac{1}{2}$$ of landing on Heads.
That is normal. In a small number of trials, results can vary quite a bit.
6. The Law of Large Numbers
The Law of Large Numbers says that as an experiment is repeated many times, the experimental probability tends to get closer to the theoretical probability.
This does not mean the results become perfect every time. It means the overall pattern becomes more stable when the number of trials is large.
For a fair coin:
$$P(\text{Heads}) = \frac{1}{2}$$
If you toss the coin:
- 10 times, you might get 7 heads, so $$\frac{7}{10} = 0.7$$
- 100 times, you might get 53 heads, so $$\frac{53}{100} = 0.53$$
- 1000 times, you might get 497 heads, so $$\frac{497}{1000} = 0.497$$
As the number of tosses increases, the experimental probability often gets closer to $$0.5$$.
Important idea: The Law of Large Numbers does not guarantee short-term results. It describes what happens over many trials.
7. Worked Examples
Example 1: Find a sample space
Question: Write the sample space for rolling one fair die.
Step 1: Think about every possible result.
A die has six faces labeled 1 through 6.
Answer:
$$S = \{1,2,3,4,5,6\}$$
Example 2: Use a sample space to find probability
Question: If one fair die is rolled, what is the probability of rolling a number greater than 4?
Step 1: Write the sample space.
$$S = \{1,2,3,4,5,6\}$$
Step 2: Identify favorable outcomes.
Numbers greater than 4 are $$5$$ and $$6$$.
Step 3: Count outcomes.
- Favorable outcomes: 2
- Total outcomes: 6
Step 4: Calculate probability.
$$P(\text{greater than 4}) = \frac{2}{6} = \frac{1}{3}$$
Example 3: Two-step experiment
Question: Two coins are tossed. What is the probability of getting at least one head?
Step 1: Write the sample space.
$$S = \{HH, HT, TH, TT\}$$
Step 2: Find outcomes with at least one head.
The outcomes are $$HH, HT, TH$$.
Step 3: Count outcomes.
- Favorable outcomes: 3
- Total outcomes: 4
Step 4: Calculate probability.
$$P(\text{at least one head}) = \frac{3}{4}$$
Example 4: Apply the Law of Large Numbers
Question: A bag contains 5 red marbles and 5 blue marbles. One marble is chosen, the color is recorded, and then the marble is put back. What should happen to the experimental probability of choosing red after many trials?
Step 1: Find the theoretical probability.
There are 10 marbles in total, and 5 are red.
$$P(\text{red}) = \frac{5}{10} = \frac{1}{2}$$
Step 2: Use the Law of Large Numbers.
If you repeat the experiment many times, the experimental probability of red should get closer to $$\frac{1}{2}$$.
Answer: Over many trials, the fraction of times red is chosen should approach $$0.5$$.
8. Common mistakes to avoid
- Leaving out outcomes from the sample space.
- Counting outcomes incorrectly, especially when order matters.
- Assuming small experiments must match theoretical probability exactly. They often do not.
- Thinking the Law of Large Numbers means a result is “due.” For example, if a coin lands on Heads several times in a row, that does not mean Tails must happen next.
9. Quick comparison: theoretical vs experimental probability
- Theoretical probability: based on the sample space and math.
- Experimental probability: based on actual trials and data.
When the number of trials is small, these two values may be different.
When the number of trials becomes large, they often become closer.
10. Final summary
A sample space is the complete list of all possible outcomes in a probability experiment. We use it to calculate theoretical probability by comparing favorable outcomes to total outcomes.
Experimental probability comes from actual results. The Law of Large Numbers tells us that as the number of trials increases, experimental probability tends to move closer to theoretical probability.
If you can list outcomes carefully and compare expected results with actual data, you are building a strong foundation in probability.
Put what you read to the test
You've worked through Sample Spaces and the Law of Large Numbers. Try answering a few questions to see what stuck — and what might deserve a quick reread before you move on.