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I am looking for a formal definition of "drawing samples" (or simply of "samples"), can somebody help me?

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You mean drawing samples (random sampling) from the same population? –  smanoos Jan 4 '12 at 17:26
    
Sorry for the inaccuracy, yes it is what I mean. –  peuhp Jan 4 '12 at 17:40
    
Then I think you have been answered. I hope it helps. –  smanoos Jan 4 '12 at 17:42
    
thanks for your help –  peuhp Jan 5 '12 at 7:57

1 Answer 1

I am sure you are referring to random sampling.

The random variables $X_1,X_2,...X_n$ are called a random sample of size $n$ from the population with pdf $f(x)$ if $X_1,X_2,...X_n$ are mutually independent and the marginal pdf of each of them is exactly $f(x)$.

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