Bernoulli distribution

In probability theory and statistics, the Bernoulli distribution, named after

Swiss mathematician Jacob Bernoulli, is one of the simplest yet most important
processes in probability. Essentially, the process in the mathematical abstraction of
coin tossing, but because of its wide applicability, is it usually stated in terms of a
sequence of generic “trials”.

Definition:
A single trial that can result in one of two possible outcomes, labelled
success and failure. P(Success) = p and P(Failure) = 1 – p.
The mean or the expected value is E(X) = p and the variance is var(X) = p(1-
p)
Properties of Bernoulli distribution:
 Each trial has two possible outcomes, in the language of reliability
called success and failure.
 The trials are independent. Intuitively, the outcome of one trial has
no influence over the other outcome of another trial.
 On each trial, the probability of success is p and the probability of
failure is 1 – p where p=(0,1) is the success parameter of the
process.

Bernoulli distribution: Mean or Expected Value

𝐸(𝑋) = Σ 𝑥𝑝(𝑥)
= 0 ∙ 𝑝0 (1 − 𝑝)1−0 + 1 ∙ 𝑝1 (1 − 𝑝)1−1
= 0 ( 1 − 𝑝) + 1𝑝
=𝑝
Bernoulli distribution: Variance
𝑉𝑎𝑟(𝑋) = 𝐸[(𝑥 − 𝜇)2 ]
= Σ𝑥 (𝑥 − 𝜇)2 𝑝(𝑥)
Example 1:
Toss a fair coin once. What is the distribution of the number of heads?
Solution:
Let X = 1 if a success occurs, and X = 0 if a failure occurs.
𝑃(𝑋 = 𝑥) = 𝑝 𝑥 (1 − 𝑝)1−𝑥
For x = 0, 1
𝑃(𝑥 = 1) = 𝑝1 (1 − 𝑝)1−1 = 𝑝
𝑃(𝑥 = 0) = 𝑝0 (1 − 𝑝)1−0 = 1 − 𝑝

Example 2:
10 coins are tossed simultaneously where the probability of getting head for
each coin is 0.6. Find the probability of getting 4 heads.
Solution:
Given:
p = 0.6
q = 1 – p = 1 – 0.6 = 0.4
Probability of getting 4 heads out of 10,
10 (0.6)4
𝑃(𝑥 = 4) = ( ) (0.4)6
4
= 0.11147676
Example 3:
In an exam, 10 multiple choice questions ae asked where only one out of four
answers is correct. Find the probability of getting 5 out of 10 questions correct in an
answer sheet.
Solution:
Given:
1
𝑝 = 4 = 0.25

𝑞 = 1 − 𝑝 = 1 − 0.25 = 0.75

10
𝑃(𝑋 = 5) = ( ) (0.25)5 (0.75)5
5
= 0.05839920044