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What is this symbol, pictured below, which is used to denote sample space in probability theory, according to one textbook (UK's A-Level in Statistics from Edexcel).

And how to typeset it in Latex?

enter image description here

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    Calligraphic or script captial E. Would \mathcal{E} from package amssymb or \mathscr{E} from mathrsfs do the trick? – yo' Jun 5 '18 at 14:28
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I think \usepackage[cal=boondoxo]{mathalfa} and \mathcal{E} might come closest to the symbol you are after. This font is freely available.

enter image description here

\documentclass{article}
\usepackage[cal=boondoxo]{mathalfa}
\begin{document}
\[ \mathcal{E} \]
\end{document}

However, there is a font mathpi which is a commercial font (see the mathalfa documentation for more information). This I believe is exactly the same font as in your picture.

enter image description here

(from page 7 of the mathalfa documentation)

  • OK, but how do we say it? It isn't a greek letter, so do we just say "E" when we pronounce it? I want to be pedantic and find out what this "E" is. Wikipedia's article for sample space gives three possible symbols (S, Omega and U), of which this "E" is none. – Mihael Jun 5 '18 at 14:42
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    @Mihael Call it "E" if possible, or "script E" if necessary. – Steven B. Segletes Jun 5 '18 at 14:43
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    Looking at the mathalfa documentation (texdoc mathalfa, page 7) I'd say that the mathpi font contains the sought form. – campa Jun 5 '18 at 14:46
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    ... though, I forgot, the mathpi fonts are commercial. – campa Jun 5 '18 at 14:53

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