A, ∫ The math scores of 2500 candidates are a sample of the whole, so this option is wrong;

B, ∫ Every candidate's math score is individual, so this option is correct;

C, ∫ The scores of the eighth-grade candidates in the city are overall, and this option is wrong;

D, ∫2500 is the sample size, so this option is wrong.

So choose B.