In Statistics, a sample refers to the outcome of a random experiment, which is typically intended to give information about a Population. The different methods to do this are known as Sampling techniques.

Samples are mathematically modelled as Random variables which express the uncertainty in the sampling procedure. at the end there are fuzzy areas, and one may find "sample" being formally applied to describe any random variable, interpreting its Sigma-algebra as a "population". A "sample" may refer to the random variable itself, or to a particular realization of it, typically without risk of confusion.

In general, a sample small part of anything or one of a number, intended to show the quality, style, or nature of the whole; specimen.

i.i.d. sample

The most common sampling technique models the sampling as a sequence of i.i.d. random variables, with some underlying distribution.