11 Jun 1999


ernoulli Distribution

Consider a random experiment which has only two outcomes that can be classified as "success" and "failure".  We call such an experiment a Bernoulli experiment (after the Swiss mathematician James Bernoulli).

Let X = 0 when the experiment is a failure, and X = 1 when it is a success.
The pdf of X is given by P(X = 1) = p and P(X = 0) = 1 - p where 0 < p < 1.
The rv X is said to be a Bernoulli rv or X follows a Bernoulli distribution.


inomial Distribution

Suppose a Bernoulli experiment is repeated n times independently.
Let Y = number of successes that occur in the n trials.
The Y is said to follows a binomial distribution with parameter (n, p), written as Y ~ B(n, p).

Thus a Bernoulli distribution is just a binomial distribution with parameters (1, p).

It is clear that Y takes the values 0, 1, ..., n.

The pdf of Y is given by  P(Y = y) = nCr prqn-r, where q = 1 - p, for y = 0, 1, ..., n.


onditions For Binomial Distribution


xpectation & Variance

If X ~ B(n, p), then E(X) = np, Var(X) = npq.


ecurrence Formula

P(X = x + 1)
¾¾¾¾¾¾
P(X = x)
 = 
(n - x)p
¾¾¾¾
(x + 1)q


itting A Binomial Distribution

Example:  Fit a binomial distribution to the following data:

x
0
1
2
3
4
5
Total
f
6
16
21
12
5
2
62

Solution:


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