What is a Bernoulli Distribution?
X~Bernoulli(p)
(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)
1 | Bernoulli Distribution | ||||
2 | X~Bernoulli(p) | x | p | Answer | ROUND (4th) |
3 | Formula Probability Mass Function: | 0 | 0.1 | ||
4 | P(X=x) = p^(x)*(1-p)^(1-x) = | ⇒ | ⇒ | 0.9 | 0.9 |
5 | For x= (0,1) | ||||
6 | Google Sheets Formula = | (=(D3^C3)*(1-D3)^1-C3) | |||
7 | Google Sheets Function | ||||
8 | n/a | ||||
9 | |||||
10 | |||||
11 | Mean | ||||
12 | E[X]=μ = p | ||||
13 | μ = | ⇒ | ⇒ | 0.1 | 0.1 |
14 | Google Sheets Formula = | (=D3) | |||
15 | |||||
16 | Variance | ||||
17 | Var = σ^(2) | ||||
18 | σ^(2) = p(1-p) | ||||
19 | σ^(2)= | ⇒ | ⇒ | 0.09 | 0.09 |
20 | Google Sheets Formula = | (=D3*(1-D3)) | |||
21 | |||||
22 | |||||
23 | Standard Deviation | ||||
24 | St.Dev = √σ | ⇒ | ⇒ | 0.3 | 0.3 |
25 | Google Sheets Formula = | (=SQRT(E19)) | |||
26 | |||||
27 | |||||
28 | Third Moment of X about the Mean = | ||||
29 | E[(X-E[X])^(3)]= | ||||
30 | p(1-p)*(1-2p)= | ⇒ | ⇒ | 0.072 | 0.072 |
31 | Google Sheets Formula = | (=D3*(1-D3)*(1-2*D3)) | |||
32 | |||||
33 | Skew | ||||
34 | If E[(X-E[X])^(3)] < 0 then skews to left. | ||||
35 | If E[(X-E[X])^(3)] = 0 then symmetric | ||||
36 | If E[(X-E[X])^(3)] > 0 then skews to right. | ||||
37 | Skew= | ⇒ | ⇒ | Skews To Right | |
38 | Google Sheets Formula = | (=IF(E30<0,"Skews To Left","Skews To Right")) | |||
39 | |||||
40 | 4th Moment of X about the Mean = | ||||
41 | E[(X-E[X])^(4)]= | ||||
42 | p(1-p)*(1-3p+3p^(2))= | ⇒ | ⇒ | 0.0657 | 0.0657 |
43 | Google Sheets Formula = | (=D3*(1-D3)*(1-3*D3+3*D3^2)) | |||
44 | |||||
45 | |||||
46 | |||||
47 | 5th Moment of X about the Mean = | ||||
48 | E[(X-E[X])^(5)]= | ||||
49 | p(1-p)*(1-2p) (1-2p+2p^(2)) | ⇒ | ⇒ | 0.05904 | 0.059 |
50 | Google Sheets Formula = | (=D3*(1-D3)*(1-2*D3)*(1-2*D3+2*D3^2)) | |||
51 | Moment Generating Function | ||||
52 | M(t) = E[e^(tX)] = 1-p+pe^(t) | ||||
53 | 1-p+pe^(t) | ||||
54 | |||||
55 | E[X] from MGF | ||||
56 | E[X]= ∂{1-p+pe^(t)}/∂x |0 = p | ⇒ | ⇒ | 0.1 | |
57 | |||||
58 | E[X^(2)] from MGF | ||||
59 | E[X^(2)]= ∂^(2){1-p+pe^(t)}/∂x^(2) |0 = p | ⇒ | ⇒ | 0.1 | |
60 | |||||
61 | E[X^(k)] from MGF | ||||
62 | E[X^(k)]= ∂^(k){1-p+pe^(t)}/∂x^(k) |0 = p | ⇒ | ⇒ | 0.1 | |
63 | |||||
64 | |||||
65 | |||||
66 | |||||
67 | |||||
68 | |||||
69 | Definition | ||||
70 | The Bernoulli distribution, named after the Swiss mathematician Jacques Bernoulli (1654–1705), | ||||
71 | This distribution describes a probabilistic experiment where a trial has two possible outcomes, a success or a failure. | ||||
72 | |||||
73 | Success = | p | |||
74 | Failure = | 1-p or 'q' | |||
75 | Limits = | Both p and q are limited to range of 0 to 1 | |||
76 | Other = | All Bernoulli are Independent trials | |||
77 | |||||
78 | |||||
79 | Examples: | ||||
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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