I am new to the statistics and my problem is that i do not understand what a random sample is.
Is it a set of constant numbers, like $X=\{c_{1},c_{2},...,c_{n}\}$.
Is it a set of random variables, with every random variable represents the results of an experiment, like $X=\{X_1,X_2,...,X_n\}$, where $X_i=\{c_{i,1},c_{i,2},...,c_{i,n}\}$ and c(i,j) is the result of an experiment(what i meant to say is every random variable have different sample space but with the same size).
Is it a set of random variables but they all have the same sample space $\Omega$, like $X=\{X_1,X_2,...,X_n\}$, where $X_i=c_i\in\Omega$.
If you can give me an example.
Thank you!