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2001/1/15
Bernoulli Distribution
The outcome of some kind of trials can be
either a success or a failure. (e.g. tossing a
coin)
Denote X = 1 if the outcome is a success and
X = 0 if the outcome is a failure.
If P(X = 1) = p, then P(X = 0) = 1 - p.
We said X is a Bernoulli random variable.
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Bernoulli Distribution
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Binomial Distribution
If we perform Bernoulli trials n times, then
the no. of successes X is binomial distributed.
It is usually denoted by:
n x
n x
b(x, n, p) = P(X = x) = p 1 p , 0 x n
x
Binomial Distribution
Each trial in binomial distribution is
independent. (i.e. outcome of each trial will
not affect others)
n is a fixed no.
When n = 1, the binomial distribution is
reduced to a Bernoulli distribution.
E[X] = np, Var(X) = np(1-p)
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Binomial Distribution
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n 1 r
P{ X n}
p (1 p ) n r
r 1
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Geometric Distribution
It is a particular case of -ve binomial distr.
Suppose we perform Bernoulli trials until a
success occurs (i.e. r=1).
If we let Y equal the no. of trials required:
y - 1 1
p 1 p y 1 p (1 p ) y 1
P(Y = y) =
1 -1
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Geometric Distribution
P(Y i j | Y i ) P (Y j )
Why?
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Geometric Distribution
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