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Sunday, October 12, 2014

Bernoulli Distributions:




What is a Bernoulli Distribution?
X~Bernoulli(p) 


"The Bernoulli distribution, named after the swiss mathematician Jacques Bernoulli (1654–1705), describes a probabilistic experiment where a trial has two possible outcomes, a success or a failure.  The parameter p is the probability for a success in a single trial, the probability for a failure thus being 1 − p (often denoted by q). Both p and q is limited to the interval from zero to one." (1)

(1)  Hand-book on STATISTICAL DISTRIBUTIONS for Experimentalists, by Christian Walck, Published by: Particle Physics Group Fysikum, University of Stockholm


Below is my Google Docs Spreadsheet for Bernoulli Distributions:


 Please email me if you would like a copy of the spreadsheet or what more information.   (info@internationalmathematics.org)


(Note: Bernoulli Distribution is on page: Math Stat Distributions I)

LINK TO GOOGLE SPREADSHEET - CLICK HERE!

A BCDEF
1Bernoulli Distribution
2X~Bernoulli(p)xpAnswerROUND (4th)
3Formula Probability Mass Function: 00.1
4P(X=x) = p^(x)*(1-p)^(1-x) =0.90.9
5For x= (0,1)
6Google Sheets Formula = (=(D3^C3)*(1-D3)^1-C3)
7Google Sheets Function
8n/a
9
10
11Mean
12E[X]=μ = p
13μ =0.10.1
14Google Sheets Formula = (=D3)
15
16Variance
17Var = σ^(2)
18σ^(2) = p(1-p)
19σ^(2)=0.090.09
20Google Sheets Formula = (=D3*(1-D3))
21
22
23Standard Deviation
24St.Dev = √σ0.30.3
25Google Sheets Formula = (=SQRT(E19))
26
27
28Third Moment of X about the Mean =
29E[(X-E[X])^(3)]=
30p(1-p)*(1-2p)=0.0720.072
31Google Sheets Formula = (=D3*(1-D3)*(1-2*D3))
32
33Skew
34If E[(X-E[X])^(3)] < 0 then skews to left.
35If E[(X-E[X])^(3)] = 0 then symmetric
36If E[(X-E[X])^(3)] > 0 then skews to right.
37Skew= Skews To Right
38Google Sheets Formula = (=IF(E30<0,"Skews To Left","Skews To Right"))
39
404th Moment of X about the Mean =
41E[(X-E[X])^(4)]=
42p(1-p)*(1-3p+3p^(2))=0.06570.0657
43Google Sheets Formula = (=D3*(1-D3)*(1-3*D3+3*D3^2))
44
45
46
475th Moment of X about the Mean =
48E[(X-E[X])^(5)]=
49p(1-p)*(1-2p) (1-2p+2p^(2))0.059040.059
50Google Sheets Formula = (=D3*(1-D3)*(1-2*D3)*(1-2*D3+2*D3^2))
51Moment Generating Function
52M(t) = E[e^(tX)] = 1-p+pe^(t)
531-p+pe^(t)
54
55E[X] from MGF
56E[X]= ∂{1-p+pe^(t)}/∂x |0 = p0.1
57
58E[X^(2)] from MGF
59E[X^(2)]= ∂^(2){1-p+pe^(t)}/∂x^(2) |0 = p0.1
60
61E[X^(k)] from MGF
62E[X^(k)]= ∂^(k){1-p+pe^(t)}/∂x^(k) |0 = p0.1
63
64
65
66
67
68
69Definition
70The Bernoulli distribution, named after the Swiss mathematician Jacques Bernoulli (1654–1705),
71This distribution describes a probabilistic experiment where a trial has two possible outcomes, a success or a failure.
72
73Success = p
74Failure = 1-p or 'q'
75Limits =Both p and q are limited to range of 0 to 1
76Other =All Bernoulli are Independent trials
77
78
79Examples:
80–Probability of a head in a single coin flip
81–Probability of having a boy
–Probability of getting a raise

LINK TO GOOGLE SPREADSHEET - CLICK HERE!


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