Calligraphic E (not \mathcal)
Answer :
Try doing:
\documentclass[12pt]{article} \usepackage{mathrsfs} \pagestyle{empty} \DeclareMathAlphabet{\mathpzc}{OT1}{pzc}{m}{it} \begin{document} The sample space is $\mathpzc{E}$. \end{document}
See The Comprehensive LaTeX Symbol, page 68 for a pretty complete list of math fonts available and how to get to typeset them.
You can also check A comprehensive review of mathematics in (La)TeX, page 95 onwards.
There's also The LaTeX Font Catalogue - Calligraphic and Handwritten Fonts.
You can try rsfs: The code
\documentclass[12pt]{article} \usepackage{mathrsfs} \pagestyle{empty} \begin{document} The sample space is $\mathscr E$. \end{document}
produces
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