I was a bit confused about some terms such like Events and Outcomes, Trials. I’ve gathered Wikipedia Results into here. Now I am clear in somewhat.

**1. Probability** :

Probability is the measure of the likelihood that an event will occur.[1] See glossary of probability and statistics. Probability quantifies as a number between 0 and 1, where, loosely speaking,[2] 0 indicates impossibility and 1 indicates certainty [reference]

**2. Event** :

In probability theory, an event is a set of outcomes of an experiment (a subset of the sample space) to which a probability is assigned.[1] A single outcome may be an element of many different events,[2] and different events in an experiment are usually not equally likely, since they may include very different groups of outcomes.[3] An event defines a complementary event, namely the complementary set (the event not occurring), and together these define a Bernoulli trial: did the event occur or not?

Typically, when the sample space is finite, any subset of the sample space is an event (i.e. all elements of the power set of the sample space are defined as events). However, this approach does not work well in cases where the sample space is uncountably infinite. So, when defining a probability space it is possible, and often necessary, to exclude certain subsets of the sample space from being events (see Events in probabiliity spaces, below) [reference]

**3. Sample Space** :

In probability theory, the sample space[nb 1] of an experiment or random trial is the set of all possible outcomes or results of that experiment.[4] A sample space is usually denoted using set notation, and the possible ordered outcomes are listed as elements in the set. It is common to refer to a sample space by the labels S, Ω, or U (for “universal set”).

For example, if the experiment is tossing a coin, the sample space is typically the set {head, tail}. For tossing two coins, the corresponding sample space would be {(head,head), (head,tail), (tail,head), (tail,tail)}, commonly written {HH, HT, TH, TT}. If the sample space is unordered, it becomes {{head,head}, {head,tail}, {tail,tail}}. [reference]

**4. Outcome** :

In probability theory, an outcome is a possible result of an experiment.[1] Each possible outcome of a particular experiment is unique, and different outcomes are mutually exclusive (only one outcome will occur on each trial of the experiment). All of the possible outcomes of an experiment form the elements of a sample space.[2]

For the experiment where we flip a coin twice, the four possible outcomes that make up our sample space are (H, T), (T, H), (T, T) and (H, H), where “H” represents a “heads”, and “T” represents a “tails”. Outcomes should not be confused with events, which are sets (or informally, “groups”) of outcomes. For comparison, we could define an event to occur when “at least one ‘heads'” is flipped in the experiment – that is, when the outcome contains at least one ‘heads’. This event would contain all outcomes in the sample space except the element (T, T). [reference]

**5. Experiment and Trial** :

In probability theory, an experiment or trial (see below) is any procedure that can be infinitely repeated and has a well-defined set of possible outcomes, known as the sample space.[1] 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.

Random experiments are often conducted repeatedly, so that the collective results may be subjected to statistical analysis. A fixed number of repetitions of the same experiment can be thought of as a composed experiment, in which case the individual repetitions are called trials. For example, if one were to toss the same coin one hundred times and record each result, each toss would be considered a trial within the experiment composed of all hundred tosses. [reference]