Set of events in a random experiment in which we attributed a probability to each event.
A probability space is a set of event-probability pairs. The probability space is a synonym for probability triple.
Example
Consider the random experiment of rolling a fair die with four faces (tetrahedron) numbered 1 to 4 and observing the result on the bottom face.
The set of possible outcomes is \(\textrm{U}\) = {1, 2, 3, 4}.
The probability space of this event is:
\(\left\{ \left( \left\{ 1\right\} ,\dfrac {1} {4}\right), \space \left( \left\{ 2\right\} ,\dfrac {1} {4}\right), \space \left( \left\{ 3\right\} ,\dfrac {1} {4}\right), \space \left( \left\{ 4\right\} ,\dfrac {1} {4}\right) \right\} \)