Bernoulli Distribution

Definition

A simple probability distribution for anything with success or failure- like flipping a coin. It's a discrete probability distribution with only two outcomes. Success or Failure.

P(X=x)={p,x=1,1−p,x=0,

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Properties

  1. Mean: p
  2. Variance: p(1−p)

Relationship

  1. It's a special case of the Binomial Distribution when there is only one event! For example, if n (number of events) and k (number of subset) are equal to 1 :
P(X=1)=(11)p1(1−p)1−1,

which then reduces down to:

P(X=1)=p

Trivial! So

  1. The Geometric distribution models the number of i.i.d Bernoulli trials to get a success.

References