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Bernoulli distribution - Wikipedia
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<span>Mean</span> </div> </a> <ul id="toc-Mean-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Variance" class="vector-toc-list-item vector-toc-level-1 vector-toc-list-item-expanded"> <a class="vector-toc-link" href="#Variance"> <div class="vector-toc-text"> <span class="vector-toc-numb">3</span> <span>Variance</span> </div> </a> <ul id="toc-Variance-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Skewness" class="vector-toc-list-item vector-toc-level-1 vector-toc-list-item-expanded"> <a class="vector-toc-link" href="#Skewness"> <div class="vector-toc-text"> <span class="vector-toc-numb">4</span> <span>Skewness</span> </div> </a> <ul id="toc-Skewness-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Higher_moments_and_cumulants" class="vector-toc-list-item vector-toc-level-1 vector-toc-list-item-expanded"> <a class="vector-toc-link" href="#Higher_moments_and_cumulants"> <div class="vector-toc-text"> <span class="vector-toc-numb">5</span> <span>Higher moments and cumulants</span> </div> </a> <ul id="toc-Higher_moments_and_cumulants-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Entropy_and_Fisher's_Information" class="vector-toc-list-item vector-toc-level-1 vector-toc-list-item-expanded"> <a class="vector-toc-link" href="#Entropy_and_Fisher's_Information"> <div class="vector-toc-text"> <span class="vector-toc-numb">6</span> <span>Entropy and Fisher's Information</span> </div> </a> <button aria-controls="toc-Entropy_and_Fisher's_Information-sublist" class="cdx-button cdx-button--weight-quiet cdx-button--icon-only vector-toc-toggle"> <span class="vector-icon mw-ui-icon-wikimedia-expand"></span> <span>Toggle Entropy and Fisher's Information subsection</span> </button> <ul id="toc-Entropy_and_Fisher's_Information-sublist" class="vector-toc-list"> <li id="toc-Entropy" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Entropy"> <div class="vector-toc-text"> <span class="vector-toc-numb">6.1</span> <span>Entropy</span> </div> </a> <ul id="toc-Entropy-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Fisher's_Information" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Fisher's_Information"> <div class="vector-toc-text"> <span class="vector-toc-numb">6.2</span> <span>Fisher's Information</span> </div> </a> <ul id="toc-Fisher's_Information-sublist" class="vector-toc-list"> </ul> </li> </ul> </li> <li id="toc-Related_distributions" class="vector-toc-list-item vector-toc-level-1 vector-toc-list-item-expanded"> <a class="vector-toc-link" href="#Related_distributions"> <div class="vector-toc-text"> <span class="vector-toc-numb">7</span> <span>Related distributions</span> </div> </a> <ul id="toc-Related_distributions-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-See_also" class="vector-toc-list-item vector-toc-level-1 vector-toc-list-item-expanded"> <a class="vector-toc-link" href="#See_also"> <div class="vector-toc-text"> <span class="vector-toc-numb">8</span> <span>See also</span> </div> </a> <ul id="toc-See_also-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-References" class="vector-toc-list-item vector-toc-level-1 vector-toc-list-item-expanded"> <a class="vector-toc-link" href="#References"> <div class="vector-toc-text"> <span class="vector-toc-numb">9</span> <span>References</span> </div> </a> <ul id="toc-References-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Further_reading" class="vector-toc-list-item vector-toc-level-1 vector-toc-list-item-expanded"> <a class="vector-toc-link" href="#Further_reading"> <div class="vector-toc-text"> <span class="vector-toc-numb">10</span> <span>Further reading</span> </div> </a> <ul id="toc-Further_reading-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-External_links" class="vector-toc-list-item vector-toc-level-1 vector-toc-list-item-expanded"> <a class="vector-toc-link" href="#External_links"> <div class="vector-toc-text"> <span class="vector-toc-numb">11</span> <span>External links</span> </div> </a> <ul id="toc-External_links-sublist" class="vector-toc-list"> </ul> </li> </ul> </div> </div> </nav> </div> </div> <div class="mw-content-container"> <main id="content" class="mw-body"> <header class="mw-body-header vector-page-titlebar"> <nav aria-label="Contents" class="vector-toc-landmark"> <div id="vector-page-titlebar-toc" class="vector-dropdown vector-page-titlebar-toc vector-button-flush-left" > <input type="checkbox" id="vector-page-titlebar-toc-checkbox" role="button" aria-haspopup="true" data-event-name="ui.dropdown-vector-page-titlebar-toc" class="vector-dropdown-checkbox " aria-label="Toggle the table of contents" > <label id="vector-page-titlebar-toc-label" for="vector-page-titlebar-toc-checkbox" class="vector-dropdown-label cdx-button cdx-button--fake-button cdx-button--fake-button--enabled cdx-button--weight-quiet cdx-button--icon-only " aria-hidden="true" ><span class="vector-icon mw-ui-icon-listBullet mw-ui-icon-wikimedia-listBullet"></span> <span class="vector-dropdown-label-text">Toggle the table of contents</span> </label> <div class="vector-dropdown-content"> <div id="vector-page-titlebar-toc-unpinned-container" class="vector-unpinned-container"> </div> </div> </div> </nav> <h1 id="firstHeading" class="firstHeading mw-first-heading"><span class="mw-page-title-main">Bernoulli distribution</span></h1> <div id="p-lang-btn" class="vector-dropdown mw-portlet mw-portlet-lang" > <input type="checkbox" id="p-lang-btn-checkbox" role="button" aria-haspopup="true" data-event-name="ui.dropdown-p-lang-btn" class="vector-dropdown-checkbox mw-interlanguage-selector" aria-label="Go to an article in another language. Available in 39 languages" > <label id="p-lang-btn-label" for="p-lang-btn-checkbox" class="vector-dropdown-label cdx-button cdx-button--fake-button cdx-button--fake-button--enabled cdx-button--weight-quiet cdx-button--action-progressive mw-portlet-lang-heading-39" aria-hidden="true" ><span class="vector-icon mw-ui-icon-language-progressive mw-ui-icon-wikimedia-language-progressive"></span> <span class="vector-dropdown-label-text">39 languages</span> </label> <div class="vector-dropdown-content"> <div class="vector-menu-content"> <ul class="vector-menu-content-list"> <li class="interlanguage-link interwiki-ar mw-list-item"><a href="https://ar.wikipedia.org/wiki/%D8%AA%D9%88%D8%B2%D9%8A%D8%B9_%D8%A8%D8%B1%D9%86%D9%88%D9%84%D9%8A" title="توزيع برنولي – Arabic" lang="ar" hreflang="ar" data-title="توزيع برنولي" data-language-autonym="العربية" data-language-local-name="Arabic" class="interlanguage-link-target"><span>العربية</span></a></li><li class="interlanguage-link interwiki-az mw-list-item"><a href="https://az.wikipedia.org/wiki/Bernulli_paylanmas%C4%B1" title="Bernulli paylanması – Azerbaijani" lang="az" hreflang="az" data-title="Bernulli paylanması" data-language-autonym="Azərbaycanca" data-language-local-name="Azerbaijani" class="interlanguage-link-target"><span>Azərbaycanca</span></a></li><li class="interlanguage-link interwiki-be mw-list-item"><a href="https://be.wikipedia.org/wiki/%D0%A0%D0%B0%D0%B7%D0%BC%D0%B5%D1%80%D0%BA%D0%B0%D0%B2%D0%B0%D0%BD%D0%BD%D0%B5_%D0%91%D0%B5%D1%80%D0%BD%D1%83%D0%BB%D1%96" title="Размеркаванне Бернулі – Belarusian" lang="be" hreflang="be" data-title="Размеркаванне Бернулі" data-language-autonym="Беларуская" data-language-local-name="Belarusian" class="interlanguage-link-target"><span>Беларуская</span></a></li><li class="interlanguage-link interwiki-ca mw-list-item"><a href="https://ca.wikipedia.org/wiki/Distribuci%C3%B3_de_Bernoulli" title="Distribució de Bernoulli – Catalan" lang="ca" hreflang="ca" data-title="Distribució de Bernoulli" data-language-autonym="Català" data-language-local-name="Catalan" class="interlanguage-link-target"><span>Català</span></a></li><li class="interlanguage-link interwiki-cs mw-list-item"><a href="https://cs.wikipedia.org/wiki/Alternativn%C3%AD_rozd%C4%9Blen%C3%AD" title="Alternativní rozdělení – Czech" lang="cs" hreflang="cs" data-title="Alternativní rozdělení" data-language-autonym="Čeština" data-language-local-name="Czech" class="interlanguage-link-target"><span>Čeština</span></a></li><li class="interlanguage-link interwiki-de mw-list-item"><a href="https://de.wikipedia.org/wiki/Bernoulli-Verteilung" title="Bernoulli-Verteilung – German" lang="de" hreflang="de" data-title="Bernoulli-Verteilung" data-language-autonym="Deutsch" data-language-local-name="German" class="interlanguage-link-target"><span>Deutsch</span></a></li><li class="interlanguage-link interwiki-el mw-list-item"><a href="https://el.wikipedia.org/wiki/%CE%9A%CE%B1%CF%84%CE%B1%CE%BD%CE%BF%CE%BC%CE%AE_%CE%9C%CF%80%CE%B5%CF%81%CE%BD%CE%BF%CF%8D%CE%BB%CE%BB%CE%B9" title="Κατανομή Μπερνούλλι – Greek" lang="el" hreflang="el" data-title="Κατανομή Μπερνούλλι" data-language-autonym="Ελληνικά" data-language-local-name="Greek" class="interlanguage-link-target"><span>Ελληνικά</span></a></li><li class="interlanguage-link interwiki-es mw-list-item"><a href="https://es.wikipedia.org/wiki/Distribuci%C3%B3n_Bernoulli" title="Distribución Bernoulli – Spanish" lang="es" hreflang="es" data-title="Distribución Bernoulli" data-language-autonym="Español" data-language-local-name="Spanish" class="interlanguage-link-target"><span>Español</span></a></li><li class="interlanguage-link interwiki-eu mw-list-item"><a href="https://eu.wikipedia.org/wiki/Bernoulliren_banaketa" title="Bernoulliren banaketa – Basque" lang="eu" hreflang="eu" data-title="Bernoulliren banaketa" data-language-autonym="Euskara" data-language-local-name="Basque" class="interlanguage-link-target"><span>Euskara</span></a></li><li class="interlanguage-link interwiki-fa mw-list-item"><a href="https://fa.wikipedia.org/wiki/%D8%AA%D9%88%D8%B2%DB%8C%D8%B9_%D8%A8%D8%B1%D9%86%D9%88%D9%84%DB%8C" title="توزیع برنولی – Persian" lang="fa" hreflang="fa" data-title="توزیع برنولی" data-language-autonym="فارسی" data-language-local-name="Persian" class="interlanguage-link-target"><span>فارسی</span></a></li><li class="interlanguage-link interwiki-fr mw-list-item"><a href="https://fr.wikipedia.org/wiki/Loi_de_Bernoulli" title="Loi de Bernoulli – French" lang="fr" hreflang="fr" data-title="Loi de Bernoulli" data-language-autonym="Français" data-language-local-name="French" class="interlanguage-link-target"><span>Français</span></a></li><li class="interlanguage-link interwiki-gl mw-list-item"><a href="https://gl.wikipedia.org/wiki/Distribuci%C3%B3n_de_Bernoulli" title="Distribución de Bernoulli – Galician" lang="gl" hreflang="gl" data-title="Distribución de Bernoulli" data-language-autonym="Galego" data-language-local-name="Galician" class="interlanguage-link-target"><span>Galego</span></a></li><li class="interlanguage-link interwiki-ko mw-list-item"><a href="https://ko.wikipedia.org/wiki/%EB%B2%A0%EB%A5%B4%EB%88%84%EC%9D%B4_%EB%B6%84%ED%8F%AC" title="베르누이 분포 – Korean" lang="ko" hreflang="ko" data-title="베르누이 분포" data-language-autonym="한국어" data-language-local-name="Korean" class="interlanguage-link-target"><span>한국어</span></a></li><li class="interlanguage-link interwiki-is mw-list-item"><a href="https://is.wikipedia.org/wiki/Bernoulli-dreifing" title="Bernoulli-dreifing – Icelandic" lang="is" hreflang="is" data-title="Bernoulli-dreifing" data-language-autonym="Íslenska" data-language-local-name="Icelandic" class="interlanguage-link-target"><span>Íslenska</span></a></li><li class="interlanguage-link interwiki-it mw-list-item"><a href="https://it.wikipedia.org/wiki/Distribuzione_di_Bernoulli" title="Distribuzione di Bernoulli – Italian" lang="it" hreflang="it" data-title="Distribuzione di Bernoulli" data-language-autonym="Italiano" data-language-local-name="Italian" class="interlanguage-link-target"><span>Italiano</span></a></li><li class="interlanguage-link interwiki-he mw-list-item"><a href="https://he.wikipedia.org/wiki/%D7%94%D7%AA%D7%A4%D7%9C%D7%92%D7%95%D7%AA_%D7%91%D7%A8%D7%A0%D7%95%D7%9C%D7%99" title="התפלגות ברנולי – Hebrew" lang="he" hreflang="he" data-title="התפלגות ברנולי" data-language-autonym="עברית" data-language-local-name="Hebrew" class="interlanguage-link-target"><span>עברית</span></a></li><li class="interlanguage-link interwiki-lv mw-list-item"><a href="https://lv.wikipedia.org/wiki/Bernulli_sadal%C4%ABjums" title="Bernulli sadalījums – Latvian" lang="lv" hreflang="lv" data-title="Bernulli sadalījums" data-language-autonym="Latviešu" data-language-local-name="Latvian" class="interlanguage-link-target"><span>Latviešu</span></a></li><li class="interlanguage-link interwiki-hu mw-list-item"><a href="https://hu.wikipedia.org/wiki/Bernoulli-eloszl%C3%A1s" title="Bernoulli-eloszlás – Hungarian" lang="hu" hreflang="hu" data-title="Bernoulli-eloszlás" data-language-autonym="Magyar" data-language-local-name="Hungarian" class="interlanguage-link-target"><span>Magyar</span></a></li><li class="interlanguage-link interwiki-mk mw-list-item"><a href="https://mk.wikipedia.org/wiki/%D0%91%D0%B5%D1%80%D0%BD%D1%83%D0%BB%D0%B8%D0%B5%D0%B2%D0%B0_%D1%80%D0%B0%D1%81%D0%BF%D1%80%D0%B5%D0%B4%D0%B5%D0%BB%D0%B1%D0%B0" title="Бернулиева распределба – Macedonian" lang="mk" hreflang="mk" data-title="Бернулиева распределба" data-language-autonym="Македонски" data-language-local-name="Macedonian" class="interlanguage-link-target"><span>Македонски</span></a></li><li class="interlanguage-link interwiki-ms mw-list-item"><a href="https://ms.wikipedia.org/wiki/Taburan_Bernoulli" title="Taburan Bernoulli – Malay" lang="ms" hreflang="ms" data-title="Taburan Bernoulli" data-language-autonym="Bahasa Melayu" data-language-local-name="Malay" class="interlanguage-link-target"><span>Bahasa Melayu</span></a></li><li class="interlanguage-link interwiki-nl mw-list-item"><a href="https://nl.wikipedia.org/wiki/Bernoulli-verdeling" title="Bernoulli-verdeling – Dutch" lang="nl" hreflang="nl" data-title="Bernoulli-verdeling" data-language-autonym="Nederlands" data-language-local-name="Dutch" class="interlanguage-link-target"><span>Nederlands</span></a></li><li class="interlanguage-link interwiki-ja mw-list-item"><a href="https://ja.wikipedia.org/wiki/%E3%83%99%E3%83%AB%E3%83%8C%E3%83%BC%E3%82%A4%E5%88%86%E5%B8%83" title="ベルヌーイ分布 – Japanese" lang="ja" hreflang="ja" data-title="ベルヌーイ分布" data-language-autonym="日本語" data-language-local-name="Japanese" class="interlanguage-link-target"><span>日本語</span></a></li><li class="interlanguage-link interwiki-nov mw-list-item"><a href="https://nov.wikipedia.org/wiki/Distributione_de_Bernoulli" title="Distributione de Bernoulli – Novial" lang="nov" hreflang="nov" data-title="Distributione de Bernoulli" data-language-autonym="Novial" data-language-local-name="Novial" class="interlanguage-link-target"><span>Novial</span></a></li><li class="interlanguage-link interwiki-pl mw-list-item"><a href="https://pl.wikipedia.org/wiki/Rozk%C5%82ad_zero-jedynkowy" title="Rozkład zero-jedynkowy – Polish" lang="pl" hreflang="pl" data-title="Rozkład zero-jedynkowy" data-language-autonym="Polski" data-language-local-name="Polish" class="interlanguage-link-target"><span>Polski</span></a></li><li class="interlanguage-link interwiki-pt mw-list-item"><a href="https://pt.wikipedia.org/wiki/Distribui%C3%A7%C3%A3o_de_Bernoulli" title="Distribuição de Bernoulli – Portuguese" lang="pt" hreflang="pt" data-title="Distribuição de Bernoulli" data-language-autonym="Português" data-language-local-name="Portuguese" class="interlanguage-link-target"><span>Português</span></a></li><li class="interlanguage-link interwiki-ru mw-list-item"><a href="https://ru.wikipedia.org/wiki/%D0%A0%D0%B0%D1%81%D0%BF%D1%80%D0%B5%D0%B4%D0%B5%D0%BB%D0%B5%D0%BD%D0%B8%D0%B5_%D0%91%D0%B5%D1%80%D0%BD%D1%83%D0%BB%D0%BB%D0%B8" title="Распределение Бернулли – Russian" lang="ru" hreflang="ru" data-title="Распределение Бернулли" data-language-autonym="Русский" data-language-local-name="Russian" class="interlanguage-link-target"><span>Русский</span></a></li><li class="interlanguage-link interwiki-sq mw-list-item"><a href="https://sq.wikipedia.org/wiki/Shp%C3%ABrndarja_e_Bernulit" title="Shpërndarja e Bernulit – Albanian" lang="sq" hreflang="sq" data-title="Shpërndarja e Bernulit" data-language-autonym="Shqip" data-language-local-name="Albanian" class="interlanguage-link-target"><span>Shqip</span></a></li><li class="interlanguage-link interwiki-simple mw-list-item"><a href="https://simple.wikipedia.org/wiki/Bernoulli_distribution" title="Bernoulli distribution – Simple English" lang="en-simple" hreflang="en-simple" data-title="Bernoulli distribution" data-language-autonym="Simple English" data-language-local-name="Simple English" class="interlanguage-link-target"><span>Simple English</span></a></li><li class="interlanguage-link interwiki-sk mw-list-item"><a href="https://sk.wikipedia.org/wiki/Alternat%C3%ADvne_rozdelenie" title="Alternatívne rozdelenie – Slovak" lang="sk" hreflang="sk" data-title="Alternatívne rozdelenie" data-language-autonym="Slovenčina" data-language-local-name="Slovak" class="interlanguage-link-target"><span>Slovenčina</span></a></li><li class="interlanguage-link interwiki-sl mw-list-item"><a href="https://sl.wikipedia.org/wiki/Bernoullijeva_porazdelitev" title="Bernoullijeva porazdelitev – Slovenian" lang="sl" hreflang="sl" data-title="Bernoullijeva porazdelitev" data-language-autonym="Slovenščina" data-language-local-name="Slovenian" class="interlanguage-link-target"><span>Slovenščina</span></a></li><li class="interlanguage-link interwiki-sr mw-list-item"><a href="https://sr.wikipedia.org/wiki/%D0%91%D0%B5%D1%80%D0%BD%D1%83%D0%BB%D0%B8%D1%98%D0%B5%D0%B2%D0%B0_%D1%80%D0%B0%D1%81%D0%BF%D0%BE%D0%B4%D0%B5%D0%BB%D0%B0" title="Бернулијева расподела – Serbian" lang="sr" hreflang="sr" data-title="Бернулијева расподела" data-language-autonym="Српски / srpski" data-language-local-name="Serbian" class="interlanguage-link-target"><span>Српски / srpski</span></a></li><li class="interlanguage-link interwiki-fi mw-list-item"><a href="https://fi.wikipedia.org/wiki/Bernoullin_jakauma" title="Bernoullin jakauma – Finnish" lang="fi" hreflang="fi" data-title="Bernoullin jakauma" data-language-autonym="Suomi" data-language-local-name="Finnish" class="interlanguage-link-target"><span>Suomi</span></a></li><li class="interlanguage-link interwiki-sv mw-list-item"><a href="https://sv.wikipedia.org/wiki/Bernoullif%C3%B6rdelning" title="Bernoullifördelning – Swedish" lang="sv" hreflang="sv" data-title="Bernoullifördelning" data-language-autonym="Svenska" data-language-local-name="Swedish" class="interlanguage-link-target"><span>Svenska</span></a></li><li class="interlanguage-link interwiki-th mw-list-item"><a href="https://th.wikipedia.org/wiki/%E0%B8%81%E0%B8%B2%E0%B8%A3%E0%B9%81%E0%B8%88%E0%B8%81%E0%B9%81%E0%B8%88%E0%B8%87%E0%B9%81%E0%B8%9A%E0%B8%A3%E0%B9%8C%E0%B8%99%E0%B8%B8%E0%B8%A5%E0%B8%A5%E0%B8%B5" title="การแจกแจงแบร์นุลลี – Thai" lang="th" hreflang="th" data-title="การแจกแจงแบร์นุลลี" data-language-autonym="ไทย" data-language-local-name="Thai" class="interlanguage-link-target"><span>ไทย</span></a></li><li class="interlanguage-link interwiki-tr mw-list-item"><a href="https://tr.wikipedia.org/wiki/Bernoulli_da%C4%9F%C4%B1l%C4%B1m%C4%B1" title="Bernoulli dağılımı – Turkish" lang="tr" hreflang="tr" data-title="Bernoulli dağılımı" data-language-autonym="Türkçe" data-language-local-name="Turkish" class="interlanguage-link-target"><span>Türkçe</span></a></li><li class="interlanguage-link interwiki-uk mw-list-item"><a href="https://uk.wikipedia.org/wiki/%D0%A0%D0%BE%D0%B7%D0%BF%D0%BE%D0%B4%D1%96%D0%BB_%D0%91%D0%B5%D1%80%D0%BD%D1%83%D0%BB%D0%BB%D1%96" title="Розподіл Бернуллі – Ukrainian" lang="uk" hreflang="uk" data-title="Розподіл Бернуллі" data-language-autonym="Українська" data-language-local-name="Ukrainian" class="interlanguage-link-target"><span>Українська</span></a></li><li class="interlanguage-link interwiki-vi mw-list-item"><a href="https://vi.wikipedia.org/wiki/Ph%C3%A2n_ph%E1%BB%91i_Bernoulli" title="Phân phối Bernoulli – Vietnamese" lang="vi" hreflang="vi" data-title="Phân phối Bernoulli" data-language-autonym="Tiếng Việt" data-language-local-name="Vietnamese" class="interlanguage-link-target"><span>Tiếng Việt</span></a></li><li class="interlanguage-link interwiki-zh-yue mw-list-item"><a href="https://zh-yue.wikipedia.org/wiki/%E4%BC%AF%E5%8A%AA%E5%88%A9%E5%88%86%E4%BD%88" title="伯努利分佈 – Cantonese" lang="yue" hreflang="yue" data-title="伯努利分佈" data-language-autonym="粵語" data-language-local-name="Cantonese" class="interlanguage-link-target"><span>粵語</span></a></li><li class="interlanguage-link interwiki-zh mw-list-item"><a href="https://zh.wikipedia.org/wiki/%E4%BC%AF%E5%8A%AA%E5%88%A9%E5%88%86%E5%B8%83" title="伯努利分布 – Chinese" lang="zh" hreflang="zh" data-title="伯努利分布" data-language-autonym="中文" data-language-local-name="Chinese" class="interlanguage-link-target"><span>中文</span></a></li> </ul> <div class="after-portlet after-portlet-lang"><span class="wb-langlinks-edit wb-langlinks-link"><a href="https://www.wikidata.org/wiki/Special:EntityPage/Q391371#sitelinks-wikipedia" title="Edit interlanguage links" class="wbc-editpage">Edit links</a></span></div> </div> </div> </div> </header> <div class="vector-page-toolbar"> <div class="vector-page-toolbar-container"> <div id="left-navigation"> <nav aria-label="Namespaces"> <div id="p-associated-pages" class="vector-menu vector-menu-tabs mw-portlet mw-portlet-associated-pages" > <div 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which need not be fair</div> <p class="mw-empty-elt"> </p> <style data-mw-deduplicate="TemplateStyles:r1257001546">.mw-parser-output .infobox-subbox{padding:0;border:none;margin:-3px;width:auto;min-width:100%;font-size:100%;clear:none;float:none;background-color:transparent}.mw-parser-output .infobox-3cols-child{margin:auto}.mw-parser-output .infobox .navbar{font-size:100%}@media screen{html.skin-theme-clientpref-night .mw-parser-output .infobox-full-data:not(.notheme)>div:not(.notheme)[style]{background:#1f1f23!important;color:#f8f9fa}}@media screen and (prefers-color-scheme:dark){html.skin-theme-clientpref-os .mw-parser-output .infobox-full-data:not(.notheme) div:not(.notheme){background:#1f1f23!important;color:#f8f9fa}}@media(min-width:640px){body.skin--responsive .mw-parser-output .infobox-table{display:table!important}body.skin--responsive .mw-parser-output .infobox-table>caption{display:table-caption!important}body.skin--responsive .mw-parser-output .infobox-table>tbody{display:table-row-group}body.skin--responsive .mw-parser-output .infobox-table tr{display:table-row!important}body.skin--responsive .mw-parser-output .infobox-table th,body.skin--responsive .mw-parser-output .infobox-table td{padding-left:inherit;padding-right:inherit}}</style><style data-mw-deduplicate="TemplateStyles:r1247679731">.mw-parser-output .ib-prob-dist{border-collapse:collapse;width:20em}.mw-parser-output .ib-prob-dist td,.mw-parser-output .ib-prob-dist th{border:1px solid var(--border-color-base,#a2a9b1)}.mw-parser-output .ib-prob-dist .infobox-subheader{text-align:left}.mw-parser-output .ib-prob-dist-image{background:var(--background-color-neutral,#eaecf0);font-weight:bold;text-align:center}</style><table class="infobox infobox-table ib-prob-dist"><caption class="infobox-title">Bernoulli distribution</caption><tbody><tr><td colspan="4" class="infobox-image"> <div class="ib-prob-dist-image">Probability mass function</div><span typeof="mw:File"><a href="/wiki/File:Bernoulli_Distribution.PNG" class="mw-file-description" title="Funzione di densità di una variabile casuale normale"><img alt="Funzione di densità di una variabile casuale normale" src="//upload.wikimedia.org/wikipedia/commons/thumb/7/74/Bernoulli_Distribution.PNG/325px-Bernoulli_Distribution.PNG" decoding="async" width="325" height="201" class="mw-file-element" srcset="//upload.wikimedia.org/wikipedia/commons/thumb/7/74/Bernoulli_Distribution.PNG/488px-Bernoulli_Distribution.PNG 1.5x, //upload.wikimedia.org/wikipedia/commons/thumb/7/74/Bernoulli_Distribution.PNG/650px-Bernoulli_Distribution.PNG 2x" data-file-width="1000" data-file-height="618" /></a></span> <p>Three examples of Bernoulli distribution: </p> <style data-mw-deduplicate="TemplateStyles:r981673959">.mw-parser-output .legend{page-break-inside:avoid;break-inside:avoid-column}.mw-parser-output .legend-color{display:inline-block;min-width:1.25em;height:1.25em;line-height:1.25;margin:1px 0;text-align:center;border:1px solid black;background-color:transparent;color:black}.mw-parser-output .legend-text{}</style><div class="legend"><span class="legend-color mw-no-invert" style="background-color:#7F0000; color:white;"> </span> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle P(x=0)=0{.}2}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>P</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo>=</mo> <mn>0</mn> <mo stretchy="false">)</mo> <mo>=</mo> <mn>0</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>.</mo> </mrow> <mn>2</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle P(x=0)=0{.}2}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9d1a67069ce1a5f5b76d2f8a497accc1b4abe366" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:15.216ex; height:2.843ex;" alt="{\displaystyle P(x=0)=0{.}2}"></span> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle P(x=1)=0{.}8}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>P</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo>=</mo> <mn>1</mn> <mo stretchy="false">)</mo> <mo>=</mo> <mn>0</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>.</mo> </mrow> <mn>8</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle P(x=1)=0{.}8}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9fec3bd2ded320da1de23c7ca5263fa657eca4af" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:15.216ex; height:2.843ex;" alt="{\displaystyle P(x=1)=0{.}8}"></span></div> <link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r981673959"><div class="legend"><span class="legend-color mw-no-invert" style="background-color:#00007F; color:white;"> </span> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle P(x=0)=0{.}8}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>P</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo>=</mo> <mn>0</mn> <mo stretchy="false">)</mo> <mo>=</mo> <mn>0</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>.</mo> </mrow> <mn>8</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle P(x=0)=0{.}8}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/4157c414b08b2c06a230ba4005e8105b3a70cc5e" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:15.216ex; height:2.843ex;" alt="{\displaystyle P(x=0)=0{.}8}"></span> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle P(x=1)=0{.}2}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>P</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo>=</mo> <mn>1</mn> <mo stretchy="false">)</mo> <mo>=</mo> <mn>0</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>.</mo> </mrow> <mn>2</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle P(x=1)=0{.}2}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/450268d28eb0fabc455c7b3d4a887c99af87bc6a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:15.216ex; height:2.843ex;" alt="{\displaystyle P(x=1)=0{.}2}"></span></div> <link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r981673959"><div class="legend"><span class="legend-color mw-no-invert" style="background-color:#007F00; color:white;"> </span> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle P(x=0)=0{.}5}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>P</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo>=</mo> <mn>0</mn> <mo stretchy="false">)</mo> <mo>=</mo> <mn>0</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>.</mo> </mrow> <mn>5</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle P(x=0)=0{.}5}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/6734e7332fb39e7a8e71c4fc9238fc752e0dc4f5" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:15.216ex; height:2.843ex;" alt="{\displaystyle P(x=0)=0{.}5}"></span> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle P(x=1)=0{.}5}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>P</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo>=</mo> <mn>1</mn> <mo stretchy="false">)</mo> <mo>=</mo> <mn>0</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>.</mo> </mrow> <mn>5</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle P(x=1)=0{.}5}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/1ba38ffa213ce11bd8af1c739bc4b78b107e6c33" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:15.216ex; height:2.843ex;" alt="{\displaystyle P(x=1)=0{.}5}"></span></div></td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Statistical_parameter" title="Statistical parameter">Parameters</a></th><td colspan="3" class="infobox-data"> <p><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle 0\leq p\leq 1}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mn>0</mn> <mo>≤<!-- ≤ --></mo> <mi>p</mi> <mo>≤<!-- ≤ --></mo> <mn>1</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle 0\leq p\leq 1}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/103c4c51ea8371e63daa3ea2124701811dc95571" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:9.691ex; height:2.509ex;" alt="{\displaystyle 0\leq p\leq 1}"></span><br /> </p> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle q=1-p}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>q</mi> <mo>=</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mi>p</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle q=1-p}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/22e387fe24ba3da5f9a0dc424923cdfc2c08990c" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:9.34ex; height:2.509ex;" alt="{\displaystyle q=1-p}"></span></td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Support_(mathematics)" title="Support (mathematics)">Support</a></th><td colspan="3" class="infobox-data"> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle k\in \{0,1\}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>k</mi> <mo>∈<!-- ∈ --></mo> <mo fence="false" stretchy="false">{</mo> <mn>0</mn> <mo>,</mo> <mn>1</mn> <mo fence="false" stretchy="false">}</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle k\in \{0,1\}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/24b9ce97a81a623b271691ba41ecefd48c9a7e69" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:9.736ex; height:2.843ex;" alt="{\displaystyle k\in \{0,1\}}"></span></td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Probability_mass_function" title="Probability mass function">PMF</a></th><td colspan="3" class="infobox-data"> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\begin{cases}q=1-p&{\text{if }}k=0\\p&{\text{if }}k=1\end{cases}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow> <mo>{</mo> <mtable columnalign="left left" rowspacing=".2em" columnspacing="1em" displaystyle="false"> <mtr> <mtd> <mi>q</mi> <mo>=</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mi>p</mi> </mtd> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mtext>if </mtext> </mrow> <mi>k</mi> <mo>=</mo> <mn>0</mn> </mtd> </mtr> <mtr> <mtd> <mi>p</mi> </mtd> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mtext>if </mtext> </mrow> <mi>k</mi> <mo>=</mo> <mn>1</mn> </mtd> </mtr> </mtable> <mo fence="true" stretchy="true" symmetric="true"></mo> </mrow> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\begin{cases}q=1-p&{\text{if }}k=0\\p&{\text{if }}k=1\end{cases}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a9207475ab305d280d2958f5c259f996415548e9" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.505ex; width:21.569ex; height:6.176ex;" alt="{\displaystyle {\begin{cases}q=1-p&{\text{if }}k=0\\p&{\text{if }}k=1\end{cases}}}"></span></td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Cumulative_distribution_function" title="Cumulative distribution function">CDF</a></th><td colspan="3" class="infobox-data"> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\begin{cases}0&{\text{if }}k<0\\1-p&{\text{if }}0\leq k<1\\1&{\text{if }}k\geq 1\end{cases}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow> <mo>{</mo> <mtable columnalign="left left" rowspacing=".2em" columnspacing="1em" displaystyle="false"> <mtr> <mtd> <mn>0</mn> </mtd> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mtext>if </mtext> </mrow> <mi>k</mi> <mo><</mo> <mn>0</mn> </mtd> </mtr> <mtr> <mtd> <mn>1</mn> <mo>−<!-- − --></mo> <mi>p</mi> </mtd> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mtext>if </mtext> </mrow> <mn>0</mn> <mo>≤<!-- ≤ --></mo> <mi>k</mi> <mo><</mo> <mn>1</mn> </mtd> </mtr> <mtr> <mtd> <mn>1</mn> </mtd> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mtext>if </mtext> </mrow> <mi>k</mi> <mo>≥<!-- ≥ --></mo> <mn>1</mn> </mtd> </mtr> </mtable> <mo fence="true" stretchy="true" symmetric="true"></mo> </mrow> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\begin{cases}0&{\text{if }}k<0\\1-p&{\text{if }}0\leq k<1\\1&{\text{if }}k\geq 1\end{cases}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/bf287f7f91aa2d003687c6cf994d154ac1faf6ac" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.671ex; width:21.985ex; height:8.509ex;" alt="{\displaystyle {\begin{cases}0&{\text{if }}k<0\\1-p&{\text{if }}0\leq k<1\\1&{\text{if }}k\geq 1\end{cases}}}"></span></td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Expected_value" title="Expected value">Mean</a></th><td colspan="3" class="infobox-data"> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle p}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>p</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle p}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/81eac1e205430d1f40810df36a0edffdc367af36" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; margin-left: -0.089ex; width:1.259ex; height:2.009ex;" alt="{\displaystyle p}"></span></td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Median" title="Median">Median</a></th><td colspan="3" class="infobox-data"> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\begin{cases}0&{\text{if }}p<1/2\\\left[0,1\right]&{\text{if }}p=1/2\\1&{\text{if }}p>1/2\end{cases}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow> <mo>{</mo> <mtable columnalign="left left" rowspacing=".2em" columnspacing="1em" displaystyle="false"> <mtr> <mtd> <mn>0</mn> </mtd> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mtext>if </mtext> </mrow> <mi>p</mi> <mo><</mo> <mn>1</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mn>2</mn> </mtd> </mtr> <mtr> <mtd> <mrow> <mo>[</mo> <mrow> <mn>0</mn> <mo>,</mo> <mn>1</mn> </mrow> <mo>]</mo> </mrow> </mtd> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mtext>if </mtext> </mrow> <mi>p</mi> <mo>=</mo> <mn>1</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mn>2</mn> </mtd> </mtr> <mtr> <mtd> <mn>1</mn> </mtd> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mtext>if </mtext> </mrow> <mi>p</mi> <mo>></mo> <mn>1</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mn>2</mn> </mtd> </mtr> </mtable> <mo fence="true" stretchy="true" symmetric="true"></mo> </mrow> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\begin{cases}0&{\text{if }}p<1/2\\\left[0,1\right]&{\text{if }}p=1/2\\1&{\text{if }}p>1/2\end{cases}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/482cc0f5f8c739e3fe2462d72ee5b9f1f7b5d5a4" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.838ex; width:19.487ex; height:8.843ex;" alt="{\displaystyle {\begin{cases}0&{\text{if }}p<1/2\\\left[0,1\right]&{\text{if }}p=1/2\\1&{\text{if }}p>1/2\end{cases}}}"></span></td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Mode_(statistics)" title="Mode (statistics)">Mode</a></th><td colspan="3" class="infobox-data"> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\begin{cases}0&{\text{if }}p<1/2\\0,1&{\text{if }}p=1/2\\1&{\text{if }}p>1/2\end{cases}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow> <mo>{</mo> <mtable columnalign="left left" rowspacing=".2em" columnspacing="1em" displaystyle="false"> <mtr> <mtd> <mn>0</mn> </mtd> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mtext>if </mtext> </mrow> <mi>p</mi> <mo><</mo> <mn>1</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mn>2</mn> </mtd> </mtr> <mtr> <mtd> <mn>0</mn> <mo>,</mo> <mn>1</mn> </mtd> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mtext>if </mtext> </mrow> <mi>p</mi> <mo>=</mo> <mn>1</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mn>2</mn> </mtd> </mtr> <mtr> <mtd> <mn>1</mn> </mtd> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mtext>if </mtext> </mrow> <mi>p</mi> <mo>></mo> <mn>1</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mn>2</mn> </mtd> </mtr> </mtable> <mo fence="true" stretchy="true" symmetric="true"></mo> </mrow> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\begin{cases}0&{\text{if }}p<1/2\\0,1&{\text{if }}p=1/2\\1&{\text{if }}p>1/2\end{cases}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/e0580925f3e8c8fae58ac8fe4bbb34ad55fac7a7" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.838ex; width:18.193ex; height:8.843ex;" alt="{\displaystyle {\begin{cases}0&{\text{if }}p<1/2\\0,1&{\text{if }}p=1/2\\1&{\text{if }}p>1/2\end{cases}}}"></span></td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Variance" title="Variance">Variance</a></th><td colspan="3" class="infobox-data"> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle p(1-p)=pq}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>p</mi> <mo stretchy="false">(</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mi>p</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mi>p</mi> <mi>q</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle p(1-p)=pq}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/2e7cf91e372d9b6f0f25eda1d22accac76b87618" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; margin-left: -0.089ex; width:13.578ex; height:2.843ex;" alt="{\displaystyle p(1-p)=pq}"></span></td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Average_absolute_deviation" title="Average absolute deviation">MAD</a></th><td colspan="3" class="infobox-data"> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle 2p(1-p)=2pq}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mn>2</mn> <mi>p</mi> <mo stretchy="false">(</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mi>p</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mn>2</mn> <mi>p</mi> <mi>q</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle 2p(1-p)=2pq}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/316a218ad03669ecee96da2b8a747efb064c3578" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:15.813ex; height:2.843ex;" alt="{\displaystyle 2p(1-p)=2pq}"></span></td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Skewness" title="Skewness">Skewness</a></th><td colspan="3" class="infobox-data"> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\frac {q-p}{\sqrt {pq}}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mi>q</mi> <mo>−<!-- − --></mo> <mi>p</mi> </mrow> <msqrt> <mi>p</mi> <mi>q</mi> </msqrt> </mfrac> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\frac {q-p}{\sqrt {pq}}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/08fca3adeb465e259b3ee4ab4292f7058ee2c8b4" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.838ex; width:5.916ex; height:6.176ex;" alt="{\displaystyle {\frac {q-p}{\sqrt {pq}}}}"></span></td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Excess_kurtosis" class="mw-redirect" title="Excess kurtosis">Excess kurtosis</a></th><td colspan="3" class="infobox-data"> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\frac {1-6pq}{pq}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mn>1</mn> <mo>−<!-- − --></mo> <mn>6</mn> <mi>p</mi> <mi>q</mi> </mrow> <mrow> <mi>p</mi> <mi>q</mi> </mrow> </mfrac> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\frac {1-6pq}{pq}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/472cf2ab7738a5d5abe5b4fd3109fafddc45a6cf" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.338ex; width:8.24ex; height:5.843ex;" alt="{\displaystyle {\frac {1-6pq}{pq}}}"></span></td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Information_entropy" class="mw-redirect" title="Information entropy">Entropy</a></th><td colspan="3" class="infobox-data"> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle -q\ln q-p\ln p}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo>−<!-- − --></mo> <mi>q</mi> <mi>ln</mi> <mo>⁡<!-- --></mo> <mi>q</mi> <mo>−<!-- − --></mo> <mi>p</mi> <mi>ln</mi> <mo>⁡<!-- --></mo> <mi>p</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle -q\ln q-p\ln p}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/cfbcdf7259d785520d466a7fc0d03e49a3c360e3" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:14.554ex; height:2.509ex;" alt="{\displaystyle -q\ln q-p\ln p}"></span></td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Moment-generating_function" title="Moment-generating function">MGF</a></th><td colspan="3" class="infobox-data"> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle q+pe^{t}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>q</mi> <mo>+</mo> <mi>p</mi> <msup> <mi>e</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>t</mi> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle q+pe^{t}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/7fc879c10c8ec7c60b1a4425b07a3baf703aa5d7" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:6.989ex; height:2.843ex;" alt="{\displaystyle q+pe^{t}}"></span></td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Characteristic_function_(probability_theory)" title="Characteristic function (probability theory)">CF</a></th><td colspan="3" class="infobox-data"> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle q+pe^{it}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>q</mi> <mo>+</mo> <mi>p</mi> <msup> <mi>e</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mi>t</mi> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle q+pe^{it}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/62ce6cfde97a984789c65d6c96238d77e1721e03" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:7.556ex; height:3.009ex;" alt="{\displaystyle q+pe^{it}}"></span></td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Probability-generating_function" title="Probability-generating function">PGF</a></th><td colspan="3" class="infobox-data"> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle q+pz}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>q</mi> <mo>+</mo> <mi>p</mi> <mi>z</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle q+pz}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/7f546fab28b6905f8844c9a486d36b2a250dd862" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:6.168ex; height:2.343ex;" alt="{\displaystyle q+pz}"></span></td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Fisher_information" title="Fisher information">Fisher information</a></th><td colspan="3" class="infobox-data"> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\frac {1}{pq}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mrow> <mi>p</mi> <mi>q</mi> </mrow> </mfrac> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\frac {1}{pq}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/d55946a675828e5b3eee8eb8390cd567f6ea6a2f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.338ex; width:3.075ex; height:5.676ex;" alt="{\displaystyle {\frac {1}{pq}}}"></span></td></tr></tbody></table> <style data-mw-deduplicate="TemplateStyles:r1129693374">.mw-parser-output .hlist dl,.mw-parser-output .hlist ol,.mw-parser-output .hlist ul{margin:0;padding:0}.mw-parser-output .hlist dd,.mw-parser-output .hlist dt,.mw-parser-output .hlist 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a{color:var(--color-progressive)!important}}@media screen and (prefers-color-scheme:dark){html.skin-theme-clientpref-os .mw-parser-output .sidebar:not(.notheme) .sidebar-list-title,html.skin-theme-clientpref-os .mw-parser-output .sidebar:not(.notheme) .sidebar-title-with-pretitle{background:transparent!important}html.skin-theme-clientpref-os .mw-parser-output .sidebar:not(.notheme) .sidebar-title-with-pretitle a{color:var(--color-progressive)!important}}@media print{body.ns-0 .mw-parser-output .sidebar{display:none!important}}</style><table class="sidebar nomobile nowraplinks hlist"><tbody><tr><td class="sidebar-pretitle">Part of a series on <a href="/wiki/Statistics" title="Statistics">statistics</a></td></tr><tr><th class="sidebar-title-with-pretitle"><a href="/wiki/Probability_theory" title="Probability theory">Probability theory</a></th></tr><tr><td class="sidebar-image"><span typeof="mw:File"><a href="/wiki/File:Standard_deviation_diagram_micro.svg" class="mw-file-description"><img src="//upload.wikimedia.org/wikipedia/commons/thumb/3/3a/Standard_deviation_diagram_micro.svg/250px-Standard_deviation_diagram_micro.svg.png" decoding="async" width="250" height="125" class="mw-file-element" srcset="//upload.wikimedia.org/wikipedia/commons/thumb/3/3a/Standard_deviation_diagram_micro.svg/375px-Standard_deviation_diagram_micro.svg.png 1.5x, //upload.wikimedia.org/wikipedia/commons/thumb/3/3a/Standard_deviation_diagram_micro.svg/500px-Standard_deviation_diagram_micro.svg.png 2x" data-file-width="400" data-file-height="200" /></a></span></td></tr><tr><td class="sidebar-content"> <ul><li><a href="/wiki/Probability" title="Probability">Probability</a> <ul><li><a href="/wiki/Probability_axioms" title="Probability axioms">Axioms</a></li></ul></li> <li><a href="/wiki/Determinism" title="Determinism">Determinism</a> <ul><li><a href="/wiki/Deterministic_system" title="Deterministic system">System</a></li></ul></li> <li><a href="/wiki/Indeterminism" title="Indeterminism">Indeterminism</a></li> <li><a href="/wiki/Randomness" title="Randomness">Randomness</a></li></ul></td> </tr><tr><td class="sidebar-content"> <ul><li><a href="/wiki/Probability_space" title="Probability space">Probability space</a></li> <li><a href="/wiki/Sample_space" title="Sample space">Sample space</a></li> <li><a href="/wiki/Event_(probability_theory)" title="Event (probability theory)">Event</a> <ul><li><a href="/wiki/Collectively_exhaustive_events" title="Collectively exhaustive events">Collectively exhaustive events</a></li> <li><a href="/wiki/Elementary_event" title="Elementary event">Elementary event</a></li> <li><a href="/wiki/Mutual_exclusivity" title="Mutual exclusivity">Mutual exclusivity</a></li> <li><a href="/wiki/Outcome_(probability)" title="Outcome (probability)">Outcome</a></li> <li><a href="/wiki/Singleton_(mathematics)" title="Singleton (mathematics)">Singleton</a></li></ul></li> <li><a href="/wiki/Experiment_(probability_theory)" title="Experiment (probability theory)">Experiment</a> <ul><li><a href="/wiki/Bernoulli_trial" title="Bernoulli trial">Bernoulli trial</a></li></ul></li> <li><a href="/wiki/Probability_distribution" title="Probability distribution">Probability distribution</a> <ul><li><a class="mw-selflink selflink">Bernoulli distribution</a></li> <li><a href="/wiki/Binomial_distribution" title="Binomial distribution">Binomial distribution</a></li> <li><a href="/wiki/Exponential_distribution" title="Exponential distribution">Exponential distribution</a></li> <li><a href="/wiki/Normal_distribution" title="Normal distribution">Normal distribution</a></li> <li><a href="/wiki/Pareto_distribution" title="Pareto distribution">Pareto distribution</a></li> <li><a href="/wiki/Poisson_distribution" title="Poisson distribution">Poisson distribution</a></li></ul></li> <li><a href="/wiki/Probability_measure" title="Probability measure">Probability measure</a></li> <li><a href="/wiki/Random_variable" title="Random variable">Random variable</a> <ul><li><a href="/wiki/Bernoulli_process" title="Bernoulli process">Bernoulli process</a></li> <li><a href="/wiki/Continuous_or_discrete_variable" title="Continuous or discrete variable">Continuous or discrete</a></li> <li><a href="/wiki/Expected_value" title="Expected value">Expected value</a></li> <li><a href="/wiki/Variance" title="Variance">Variance</a></li> <li><a href="/wiki/Markov_chain" title="Markov chain">Markov chain</a></li> <li><a href="/wiki/Realization_(probability)" title="Realization (probability)">Observed value</a></li> <li><a href="/wiki/Random_walk" title="Random walk">Random walk</a></li> <li><a href="/wiki/Stochastic_process" title="Stochastic process">Stochastic process</a></li></ul></li></ul></td> </tr><tr><td class="sidebar-content"> <ul><li><a href="/wiki/Complementary_event" title="Complementary event">Complementary event</a></li> <li><a href="/wiki/Joint_probability_distribution" title="Joint probability distribution">Joint probability</a></li> <li><a href="/wiki/Marginal_distribution" title="Marginal distribution">Marginal probability</a></li> <li><a href="/wiki/Conditional_probability" title="Conditional probability">Conditional probability</a></li></ul></td> </tr><tr><td class="sidebar-content"> <ul><li><a href="/wiki/Independence_(probability_theory)" title="Independence (probability theory)">Independence</a></li> <li><a href="/wiki/Conditional_independence" title="Conditional independence">Conditional independence</a></li> <li><a href="/wiki/Law_of_total_probability" title="Law of total probability">Law of total probability</a></li> <li><a href="/wiki/Law_of_large_numbers" title="Law of large numbers">Law of large numbers</a></li> <li><a href="/wiki/Bayes%27_theorem" title="Bayes' theorem">Bayes' theorem</a></li> <li><a href="/wiki/Boole%27s_inequality" title="Boole's inequality">Boole's inequality</a></li></ul></td> </tr><tr><td class="sidebar-content"> <ul><li><a href="/wiki/Venn_diagram" title="Venn diagram">Venn diagram</a></li> <li><a href="/wiki/Tree_diagram_(probability_theory)" title="Tree diagram (probability theory)">Tree diagram</a></li></ul></td> </tr><tr><td class="sidebar-navbar"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1129693374"><style data-mw-deduplicate="TemplateStyles:r1239400231">.mw-parser-output .navbar{display:inline;font-size:88%;font-weight:normal}.mw-parser-output .navbar-collapse{float:left;text-align:left}.mw-parser-output .navbar-boxtext{word-spacing:0}.mw-parser-output .navbar ul{display:inline-block;white-space:nowrap;line-height:inherit}.mw-parser-output .navbar-brackets::before{margin-right:-0.125em;content:"[ "}.mw-parser-output .navbar-brackets::after{margin-left:-0.125em;content:" ]"}.mw-parser-output .navbar li{word-spacing:-0.125em}.mw-parser-output .navbar a>span,.mw-parser-output .navbar a>abbr{text-decoration:inherit}.mw-parser-output .navbar-mini abbr{font-variant:small-caps;border-bottom:none;text-decoration:none;cursor:inherit}.mw-parser-output .navbar-ct-full{font-size:114%;margin:0 7em}.mw-parser-output .navbar-ct-mini{font-size:114%;margin:0 4em}html.skin-theme-clientpref-night .mw-parser-output .navbar li a abbr{color:var(--color-base)!important}@media(prefers-color-scheme:dark){html.skin-theme-clientpref-os .mw-parser-output .navbar li a abbr{color:var(--color-base)!important}}@media print{.mw-parser-output .navbar{display:none!important}}</style><div class="navbar plainlinks hlist navbar-mini"><ul><li class="nv-view"><a href="/wiki/Template:Probability_fundamentals" title="Template:Probability fundamentals"><abbr title="View this template">v</abbr></a></li><li class="nv-talk"><a href="/wiki/Template_talk:Probability_fundamentals" title="Template talk:Probability fundamentals"><abbr title="Discuss this template">t</abbr></a></li><li class="nv-edit"><a href="/wiki/Special:EditPage/Template:Probability_fundamentals" title="Special:EditPage/Template:Probability fundamentals"><abbr title="Edit this template">e</abbr></a></li></ul></div></td></tr></tbody></table> <p>In <a href="/wiki/Probability_theory" title="Probability theory">probability theory</a> and <a href="/wiki/Statistics" title="Statistics">statistics</a>, the <b>Bernoulli distribution</b>, named after Swiss mathematician <a href="/wiki/Jacob_Bernoulli" title="Jacob Bernoulli">Jacob Bernoulli</a>,<sup id="cite_ref-1" class="reference"><a href="#cite_note-1"><span class="cite-bracket">[</span>1<span class="cite-bracket">]</span></a></sup> is the <a href="/wiki/Discrete_probability_distribution" class="mw-redirect" title="Discrete probability distribution">discrete probability distribution</a> of a <a href="/wiki/Random_variable" title="Random variable">random variable</a> which takes the value 1 with probability <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle p}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>p</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle p}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/81eac1e205430d1f40810df36a0edffdc367af36" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; margin-left: -0.089ex; width:1.259ex; height:2.009ex;" alt="{\displaystyle p}"></span> and the value 0 with probability <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle q=1-p}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>q</mi> <mo>=</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mi>p</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle q=1-p}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/22e387fe24ba3da5f9a0dc424923cdfc2c08990c" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:9.34ex; height:2.509ex;" alt="{\displaystyle q=1-p}"></span>. Less formally, it can be thought of as a model for the set of possible outcomes of any single <a href="/wiki/Experiment" title="Experiment">experiment</a> that asks a <a href="/wiki/Yes%E2%80%93no_question" title="Yes–no question">yes–no question</a>. Such questions lead to <a href="/wiki/Outcome_(probability)" title="Outcome (probability)">outcomes</a> that are <a href="/wiki/Boolean-valued_function" title="Boolean-valued function">Boolean</a>-valued: a single <a href="/wiki/Bit" title="Bit">bit</a> whose value is success/<a href="/wiki/Yes_and_no" title="Yes and no">yes</a>/<a href="/wiki/Truth_value" title="Truth value">true</a>/<a href="/wiki/Binary_code" title="Binary code">one</a> with <a href="/wiki/Probability" title="Probability">probability</a> <i>p</i> and failure/no/<a href="/wiki/False_(logic)" title="False (logic)">false</a>/<a href="/wiki/Binary_code" title="Binary code">zero</a> with probability <i>q</i>. It can be used to represent a (possibly biased) <a href="/wiki/Coin_toss" class="mw-redirect" title="Coin toss">coin toss</a> where 1 and 0 would represent "heads" and "tails", respectively, and <i>p</i> would be the probability of the coin landing on heads (or vice versa where 1 would represent tails and <i>p</i> would be the probability of tails). In particular, unfair coins would have <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle p\neq 1/2.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>p</mi> <mo>≠<!-- ≠ --></mo> <mn>1</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mn>2.</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle p\neq 1/2.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/81741733a8549c089f6810065a80514d2b88138b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; margin-left: -0.089ex; width:8.492ex; height:2.843ex;" alt="{\displaystyle p\neq 1/2.}"></span> </p><p>The Bernoulli distribution is a special case of the <a href="/wiki/Binomial_distribution" title="Binomial distribution">binomial distribution</a> where a single trial is conducted (so <i>n</i> would be 1 for such a binomial distribution). It is also a special case of the <b>two-point distribution</b>, for which the possible outcomes need not be 0 and 1. <sup id="cite_ref-2" class="reference"><a href="#cite_note-2"><span class="cite-bracket">[</span>2<span class="cite-bracket">]</span></a></sup> </p> <meta property="mw:PageProp/toc" /> <div class="mw-heading mw-heading2"><h2 id="Properties">Properties</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Bernoulli_distribution&action=edit&section=1" title="Edit section: Properties"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>If <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>X</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/68baa052181f707c662844a465bfeeb135e82bab" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.98ex; height:2.176ex;" alt="{\displaystyle X}"></span> is a random variable with a Bernoulli distribution, then: </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \Pr(X=1)=p=1-\Pr(X=0)=1-q.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo movablelimits="true" form="prefix">Pr</mo> <mo stretchy="false">(</mo> <mi>X</mi> <mo>=</mo> <mn>1</mn> <mo stretchy="false">)</mo> <mo>=</mo> <mi>p</mi> <mo>=</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mo movablelimits="true" form="prefix">Pr</mo> <mo stretchy="false">(</mo> <mi>X</mi> <mo>=</mo> <mn>0</mn> <mo stretchy="false">)</mo> <mo>=</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mi>q</mi> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \Pr(X=1)=p=1-\Pr(X=0)=1-q.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/8454ef9d4b6d25620cd9372fb3cae28491f318d7" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:41.276ex; height:2.843ex;" alt="{\displaystyle \Pr(X=1)=p=1-\Pr(X=0)=1-q.}"></span></dd></dl> <p>The <a href="/wiki/Probability_mass_function" title="Probability mass function">probability mass function</a> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/132e57acb643253e7810ee9702d9581f159a1c61" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.279ex; height:2.509ex;" alt="{\displaystyle f}"></span> of this distribution, over possible outcomes <i>k</i>, is </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f(k;p)={\begin{cases}p&{\text{if }}k=1,\\q=1-p&{\text{if }}k=0.\end{cases}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> <mo stretchy="false">(</mo> <mi>k</mi> <mo>;</mo> <mi>p</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mrow> <mo>{</mo> <mtable columnalign="left left" rowspacing=".2em" columnspacing="1em" displaystyle="false"> <mtr> <mtd> <mi>p</mi> </mtd> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mtext>if </mtext> </mrow> <mi>k</mi> <mo>=</mo> <mn>1</mn> <mo>,</mo> </mtd> </mtr> <mtr> <mtd> <mi>q</mi> <mo>=</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mi>p</mi> </mtd> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mtext>if </mtext> </mrow> <mi>k</mi> <mo>=</mo> <mn>0.</mn> </mtd> </mtr> </mtable> <mo fence="true" stretchy="true" symmetric="true"></mo> </mrow> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f(k;p)={\begin{cases}p&{\text{if }}k=1,\\q=1-p&{\text{if }}k=0.\end{cases}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/5fff3412509e73816dc2b28405b93c34f89ee487" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.505ex; width:31.817ex; height:6.176ex;" alt="{\displaystyle f(k;p)={\begin{cases}p&{\text{if }}k=1,\\q=1-p&{\text{if }}k=0.\end{cases}}}"></span><sup id="cite_ref-:0_3-0" class="reference"><a href="#cite_note-:0-3"><span class="cite-bracket">[</span>3<span class="cite-bracket">]</span></a></sup></dd></dl> <p>This can also be expressed as </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f(k;p)=p^{k}(1-p)^{1-k}\quad {\text{for }}k\in \{0,1\}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> <mo stretchy="false">(</mo> <mi>k</mi> <mo>;</mo> <mi>p</mi> <mo stretchy="false">)</mo> <mo>=</mo> <msup> <mi>p</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msup> <mo stretchy="false">(</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mi>p</mi> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> <mo>−<!-- − --></mo> <mi>k</mi> </mrow> </msup> <mspace width="1em" /> <mrow class="MJX-TeXAtom-ORD"> <mtext>for </mtext> </mrow> <mi>k</mi> <mo>∈<!-- ∈ --></mo> <mo fence="false" stretchy="false">{</mo> <mn>0</mn> <mo>,</mo> <mn>1</mn> <mo fence="false" stretchy="false">}</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f(k;p)=p^{k}(1-p)^{1-k}\quad {\text{for }}k\in \{0,1\}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/614e0c64d59f0ff2e926deafcb2de6e502394fac" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:37.455ex; height:3.176ex;" alt="{\displaystyle f(k;p)=p^{k}(1-p)^{1-k}\quad {\text{for }}k\in \{0,1\}}"></span></dd></dl> <p>or as </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f(k;p)=pk+(1-p)(1-k)\quad {\text{for }}k\in \{0,1\}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> <mo stretchy="false">(</mo> <mi>k</mi> <mo>;</mo> <mi>p</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mi>p</mi> <mi>k</mi> <mo>+</mo> <mo stretchy="false">(</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mi>p</mi> <mo stretchy="false">)</mo> <mo stretchy="false">(</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mi>k</mi> <mo stretchy="false">)</mo> <mspace width="1em" /> <mrow class="MJX-TeXAtom-ORD"> <mtext>for </mtext> </mrow> <mi>k</mi> <mo>∈<!-- ∈ --></mo> <mo fence="false" stretchy="false">{</mo> <mn>0</mn> <mo>,</mo> <mn>1</mn> <mo fence="false" stretchy="false">}</mo> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f(k;p)=pk+(1-p)(1-k)\quad {\text{for }}k\in \{0,1\}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/537db9c39718b0d71859f9bdb7b09b3e5d447c40" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:44.899ex; height:2.843ex;" alt="{\displaystyle f(k;p)=pk+(1-p)(1-k)\quad {\text{for }}k\in \{0,1\}.}"></span></dd></dl> <p>The Bernoulli distribution is a special case of the <a href="/wiki/Binomial_distribution" title="Binomial distribution">binomial distribution</a> with <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle n=1.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>n</mi> <mo>=</mo> <mn>1.</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle n=1.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/04d74ade48a04cf5d7a4d8a0f0a94a0bf6050973" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:6.302ex; height:2.176ex;" alt="{\displaystyle n=1.}"></span><sup id="cite_ref-McCullagh1989Ch422_4-0" class="reference"><a href="#cite_note-McCullagh1989Ch422-4"><span class="cite-bracket">[</span>4<span class="cite-bracket">]</span></a></sup> </p><p>The <a href="/wiki/Kurtosis" title="Kurtosis">kurtosis</a> goes to infinity for high and low values of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle p,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>p</mi> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle p,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/393fcf18074cb42eafb26b76c515a1e93e17512c" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; margin-left: -0.089ex; width:1.906ex; height:2.009ex;" alt="{\displaystyle p,}"></span> but for <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle p=1/2}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>p</mi> <mo>=</mo> <mn>1</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mn>2</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle p=1/2}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c4a77b7a2e96414f0214f2d6ee49e462ccf33af0" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; margin-left: -0.089ex; width:7.845ex; height:2.843ex;" alt="{\displaystyle p=1/2}"></span> the two-point distributions including the Bernoulli distribution have a lower <a href="/wiki/Excess_kurtosis" class="mw-redirect" title="Excess kurtosis">excess kurtosis</a>, namely −2, than any other probability distribution. </p><p>The Bernoulli distributions for <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle 0\leq p\leq 1}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mn>0</mn> <mo>≤<!-- ≤ --></mo> <mi>p</mi> <mo>≤<!-- ≤ --></mo> <mn>1</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle 0\leq p\leq 1}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/103c4c51ea8371e63daa3ea2124701811dc95571" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:9.691ex; height:2.509ex;" alt="{\displaystyle 0\leq p\leq 1}"></span> form an <a href="/wiki/Exponential_family" title="Exponential family">exponential family</a>. </p><p>The <a href="/wiki/Maximum_likelihood_estimator" class="mw-redirect" title="Maximum likelihood estimator">maximum likelihood estimator</a> of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle p}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>p</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle p}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/81eac1e205430d1f40810df36a0edffdc367af36" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; margin-left: -0.089ex; width:1.259ex; height:2.009ex;" alt="{\displaystyle p}"></span> based on a random sample is the <a href="/wiki/Sample_mean" class="mw-redirect" title="Sample mean">sample mean</a>. </p> <figure class="mw-default-size" typeof="mw:File/Thumb"><a href="/wiki/File:PMF_and_CDF_of_a_bernouli_distribution.png" class="mw-file-description"><img src="//upload.wikimedia.org/wikipedia/commons/thumb/b/b6/PMF_and_CDF_of_a_bernouli_distribution.png/220px-PMF_and_CDF_of_a_bernouli_distribution.png" decoding="async" width="220" height="91" class="mw-file-element" srcset="//upload.wikimedia.org/wikipedia/commons/thumb/b/b6/PMF_and_CDF_of_a_bernouli_distribution.png/330px-PMF_and_CDF_of_a_bernouli_distribution.png 1.5x, //upload.wikimedia.org/wikipedia/commons/thumb/b/b6/PMF_and_CDF_of_a_bernouli_distribution.png/440px-PMF_and_CDF_of_a_bernouli_distribution.png 2x" data-file-width="2379" data-file-height="980" /></a><figcaption>The probability mass distribution function of a Bernoulli experiment along with its corresponding cumulative distribution function.</figcaption></figure> <div class="mw-heading mw-heading2"><h2 id="Mean">Mean</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Bernoulli_distribution&action=edit&section=2" title="Edit section: Mean"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>The <a href="/wiki/Expected_value" title="Expected value">expected value</a> of a Bernoulli random variable <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>X</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/68baa052181f707c662844a465bfeeb135e82bab" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.98ex; height:2.176ex;" alt="{\displaystyle X}"></span> is </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \operatorname {E} [X]=p}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi mathvariant="normal">E</mi> <mo>⁡<!-- --></mo> <mo stretchy="false">[</mo> <mi>X</mi> <mo stretchy="false">]</mo> <mo>=</mo> <mi>p</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \operatorname {E} [X]=p}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/0eb41a45634ab84b13b83cb1488b626aa2129285" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:9.124ex; height:2.843ex;" alt="{\displaystyle \operatorname {E} [X]=p}"></span></dd></dl> <p>This is due to the fact that for a Bernoulli distributed random variable <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>X</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/68baa052181f707c662844a465bfeeb135e82bab" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.98ex; height:2.176ex;" alt="{\displaystyle X}"></span> with <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \Pr(X=1)=p}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo movablelimits="true" form="prefix">Pr</mo> <mo stretchy="false">(</mo> <mi>X</mi> <mo>=</mo> <mn>1</mn> <mo stretchy="false">)</mo> <mo>=</mo> <mi>p</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \Pr(X=1)=p}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/f04e70d3fe775c56e38bd7fbc21ae87295c97dfa" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:14.813ex; height:2.843ex;" alt="{\displaystyle \Pr(X=1)=p}"></span> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \Pr(X=0)=q}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo movablelimits="true" form="prefix">Pr</mo> <mo stretchy="false">(</mo> <mi>X</mi> <mo>=</mo> <mn>0</mn> <mo stretchy="false">)</mo> <mo>=</mo> <mi>q</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \Pr(X=0)=q}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/2e04e8f5c4b61d71a74d6b7965e92f283061bfd4" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:14.713ex; height:2.843ex;" alt="{\displaystyle \Pr(X=0)=q}"></span> we find </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \operatorname {E} [X]=\Pr(X=1)\cdot 1+\Pr(X=0)\cdot 0=p\cdot 1+q\cdot 0=p.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi mathvariant="normal">E</mi> <mo>⁡<!-- --></mo> <mo stretchy="false">[</mo> <mi>X</mi> <mo stretchy="false">]</mo> <mo>=</mo> <mo movablelimits="true" form="prefix">Pr</mo> <mo stretchy="false">(</mo> <mi>X</mi> <mo>=</mo> <mn>1</mn> <mo stretchy="false">)</mo> <mo>⋅<!-- ⋅ --></mo> <mn>1</mn> <mo>+</mo> <mo movablelimits="true" form="prefix">Pr</mo> <mo stretchy="false">(</mo> <mi>X</mi> <mo>=</mo> <mn>0</mn> <mo stretchy="false">)</mo> <mo>⋅<!-- ⋅ --></mo> <mn>0</mn> <mo>=</mo> <mi>p</mi> <mo>⋅<!-- ⋅ --></mo> <mn>1</mn> <mo>+</mo> <mi>q</mi> <mo>⋅<!-- ⋅ --></mo> <mn>0</mn> <mo>=</mo> <mi>p</mi> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \operatorname {E} [X]=\Pr(X=1)\cdot 1+\Pr(X=0)\cdot 0=p\cdot 1+q\cdot 0=p.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/5011326253761bfe33bc3d51773a83268b8a56b7" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:56.344ex; height:2.843ex;" alt="{\displaystyle \operatorname {E} [X]=\Pr(X=1)\cdot 1+\Pr(X=0)\cdot 0=p\cdot 1+q\cdot 0=p.}"></span><sup id="cite_ref-:0_3-1" class="reference"><a href="#cite_note-:0-3"><span class="cite-bracket">[</span>3<span class="cite-bracket">]</span></a></sup></dd></dl> <div class="mw-heading mw-heading2"><h2 id="Variance">Variance</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Bernoulli_distribution&action=edit&section=3" title="Edit section: Variance"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>The <a href="/wiki/Variance" title="Variance">variance</a> of a Bernoulli distributed <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>X</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/68baa052181f707c662844a465bfeeb135e82bab" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.98ex; height:2.176ex;" alt="{\displaystyle X}"></span> is </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \operatorname {Var} [X]=pq=p(1-p)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>Var</mi> <mo>⁡<!-- --></mo> <mo stretchy="false">[</mo> <mi>X</mi> <mo stretchy="false">]</mo> <mo>=</mo> <mi>p</mi> <mi>q</mi> <mo>=</mo> <mi>p</mi> <mo stretchy="false">(</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mi>p</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \operatorname {Var} [X]=pq=p(1-p)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/2d4e26d8a1fdfb90e91a2fafd5fb3841de88f1fb" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:23.678ex; height:2.843ex;" alt="{\displaystyle \operatorname {Var} [X]=pq=p(1-p)}"></span></dd></dl> <p>We first find </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \operatorname {E} [X^{2}]=\Pr(X=1)\cdot 1^{2}+\Pr(X=0)\cdot 0^{2}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi mathvariant="normal">E</mi> <mo>⁡<!-- --></mo> <mo stretchy="false">[</mo> <msup> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mo stretchy="false">]</mo> <mo>=</mo> <mo movablelimits="true" form="prefix">Pr</mo> <mo stretchy="false">(</mo> <mi>X</mi> <mo>=</mo> <mn>1</mn> <mo stretchy="false">)</mo> <mo>⋅<!-- ⋅ --></mo> <msup> <mn>1</mn> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mo>+</mo> <mo movablelimits="true" form="prefix">Pr</mo> <mo stretchy="false">(</mo> <mi>X</mi> <mo>=</mo> <mn>0</mn> <mo stretchy="false">)</mo> <mo>⋅<!-- ⋅ --></mo> <msup> <mn>0</mn> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \operatorname {E} [X^{2}]=\Pr(X=1)\cdot 1^{2}+\Pr(X=0)\cdot 0^{2}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/789d8c642c8c2a4da18ebe6833b6fdc7b97ce8ab" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:40.747ex; height:3.176ex;" alt="{\displaystyle \operatorname {E} [X^{2}]=\Pr(X=1)\cdot 1^{2}+\Pr(X=0)\cdot 0^{2}}"></span></dd> <dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle =p\cdot 1^{2}+q\cdot 0^{2}=p=\operatorname {E} [X]}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo>=</mo> <mi>p</mi> <mo>⋅<!-- ⋅ --></mo> <msup> <mn>1</mn> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mo>+</mo> <mi>q</mi> <mo>⋅<!-- ⋅ --></mo> <msup> <mn>0</mn> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mo>=</mo> <mi>p</mi> <mo>=</mo> <mi mathvariant="normal">E</mi> <mo>⁡<!-- --></mo> <mo stretchy="false">[</mo> <mi>X</mi> <mo stretchy="false">]</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle =p\cdot 1^{2}+q\cdot 0^{2}=p=\operatorname {E} [X]}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/22df95375a51f3068718cc64b926e4c8a517dabd" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:27.547ex; height:3.176ex;" alt="{\displaystyle =p\cdot 1^{2}+q\cdot 0^{2}=p=\operatorname {E} [X]}"></span></dd></dl> <p>From this follows </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \operatorname {Var} [X]=\operatorname {E} [X^{2}]-\operatorname {E} [X]^{2}=\operatorname {E} [X]-\operatorname {E} [X]^{2}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>Var</mi> <mo>⁡<!-- --></mo> <mo stretchy="false">[</mo> <mi>X</mi> <mo stretchy="false">]</mo> <mo>=</mo> <mi mathvariant="normal">E</mi> <mo>⁡<!-- --></mo> <mo stretchy="false">[</mo> <msup> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mo stretchy="false">]</mo> <mo>−<!-- − --></mo> <mi mathvariant="normal">E</mi> <mo>⁡<!-- --></mo> <mo stretchy="false">[</mo> <mi>X</mi> <msup> <mo stretchy="false">]</mo> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mo>=</mo> <mi mathvariant="normal">E</mi> <mo>⁡<!-- --></mo> <mo stretchy="false">[</mo> <mi>X</mi> <mo stretchy="false">]</mo> <mo>−<!-- − --></mo> <mi mathvariant="normal">E</mi> <mo>⁡<!-- --></mo> <mo stretchy="false">[</mo> <mi>X</mi> <msup> <mo stretchy="false">]</mo> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \operatorname {Var} [X]=\operatorname {E} [X^{2}]-\operatorname {E} [X]^{2}=\operatorname {E} [X]-\operatorname {E} [X]^{2}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/78fc67baff72478c2f83e3ce1630b2b9769fc0cc" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:41.574ex; height:3.176ex;" alt="{\displaystyle \operatorname {Var} [X]=\operatorname {E} [X^{2}]-\operatorname {E} [X]^{2}=\operatorname {E} [X]-\operatorname {E} [X]^{2}}"></span></dd> <dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle =p-p^{2}=p(1-p)=pq}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo>=</mo> <mi>p</mi> <mo>−<!-- − --></mo> <msup> <mi>p</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mo>=</mo> <mi>p</mi> <mo stretchy="false">(</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mi>p</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mi>p</mi> <mi>q</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle =p-p^{2}=p(1-p)=pq}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/8b8c9a29356a3f32e12179112d4933d62f6124d4" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:25.274ex; height:3.176ex;" alt="{\displaystyle =p-p^{2}=p(1-p)=pq}"></span><sup id="cite_ref-:0_3-2" class="reference"><a href="#cite_note-:0-3"><span class="cite-bracket">[</span>3<span class="cite-bracket">]</span></a></sup></dd></dl> <p>With this result it is easy to prove that, for any Bernoulli distribution, its variance will have a value inside <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle [0,1/4]}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo stretchy="false">[</mo> <mn>0</mn> <mo>,</mo> <mn>1</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mn>4</mn> <mo stretchy="false">]</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle [0,1/4]}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/604604d2122dc1c25141a841483b889d6832f261" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:6.977ex; height:2.843ex;" alt="{\displaystyle [0,1/4]}"></span>. </p> <div class="mw-heading mw-heading2"><h2 id="Skewness">Skewness</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Bernoulli_distribution&action=edit&section=4" title="Edit section: Skewness"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>The <a href="/wiki/Skewness" title="Skewness">skewness</a> is <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\frac {q-p}{\sqrt {pq}}}={\frac {1-2p}{\sqrt {pq}}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mi>q</mi> <mo>−<!-- − --></mo> <mi>p</mi> </mrow> <msqrt> <mi>p</mi> <mi>q</mi> </msqrt> </mfrac> </mrow> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mn>1</mn> <mo>−<!-- − --></mo> <mn>2</mn> <mi>p</mi> </mrow> <msqrt> <mi>p</mi> <mi>q</mi> </msqrt> </mfrac> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\frac {q-p}{\sqrt {pq}}}={\frac {1-2p}{\sqrt {pq}}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b5f2efe1fe75217ad1b3464e8bfbb6a80daca2f2" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.838ex; width:16.185ex; height:6.343ex;" alt="{\displaystyle {\frac {q-p}{\sqrt {pq}}}={\frac {1-2p}{\sqrt {pq}}}}"></span>. When we take the standardized Bernoulli distributed random variable <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\frac {X-\operatorname {E} [X]}{\sqrt {\operatorname {Var} [X]}}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mi>X</mi> <mo>−<!-- − --></mo> <mi mathvariant="normal">E</mi> <mo>⁡<!-- --></mo> <mo stretchy="false">[</mo> <mi>X</mi> <mo stretchy="false">]</mo> </mrow> <msqrt> <mi>Var</mi> <mo>⁡<!-- --></mo> <mo stretchy="false">[</mo> <mi>X</mi> <mo stretchy="false">]</mo> </msqrt> </mfrac> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\frac {X-\operatorname {E} [X]}{\sqrt {\operatorname {Var} [X]}}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/3bdd3a134128b0517590174937df60485f0828d0" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.171ex; width:10.513ex; height:7.009ex;" alt="{\displaystyle {\frac {X-\operatorname {E} [X]}{\sqrt {\operatorname {Var} [X]}}}}"></span> we find that this random variable attains <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\frac {q}{\sqrt {pq}}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mi>q</mi> <msqrt> <mi>p</mi> <mi>q</mi> </msqrt> </mfrac> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\frac {q}{\sqrt {pq}}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/fefe5f993b2d62ca35a1fdedf90b033b71e6bd0e" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.838ex; width:5.011ex; height:5.843ex;" alt="{\displaystyle {\frac {q}{\sqrt {pq}}}}"></span> with probability <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle p}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>p</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle p}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/81eac1e205430d1f40810df36a0edffdc367af36" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; margin-left: -0.089ex; width:1.259ex; height:2.009ex;" alt="{\displaystyle p}"></span> and attains <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle -{\frac {p}{\sqrt {pq}}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo>−<!-- − --></mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mi>p</mi> <msqrt> <mi>p</mi> <mi>q</mi> </msqrt> </mfrac> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle -{\frac {p}{\sqrt {pq}}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a5c572db35cf709c98ca529a22ab430fa06c9f7c" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.838ex; width:6.819ex; height:5.843ex;" alt="{\displaystyle -{\frac {p}{\sqrt {pq}}}}"></span> with probability <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle q}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>q</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle q}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/06809d64fa7c817ffc7e323f85997f783dbdf71d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.07ex; height:2.009ex;" alt="{\displaystyle q}"></span>. Thus we get </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\begin{aligned}\gamma _{1}&=\operatorname {E} \left[\left({\frac {X-\operatorname {E} [X]}{\sqrt {\operatorname {Var} [X]}}}\right)^{3}\right]\\&=p\cdot \left({\frac {q}{\sqrt {pq}}}\right)^{3}+q\cdot \left(-{\frac {p}{\sqrt {pq}}}\right)^{3}\\&={\frac {1}{{\sqrt {pq}}^{3}}}\left(pq^{3}-qp^{3}\right)\\&={\frac {pq}{{\sqrt {pq}}^{3}}}(q^{2}-p^{2})\\&={\frac {(1-p)^{2}-p^{2}}{\sqrt {pq}}}\\&={\frac {1-2p}{\sqrt {pq}}}={\frac {q-p}{\sqrt {pq}}}.\end{aligned}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mtable columnalign="right left right left right left right left right left right left" rowspacing="3pt" columnspacing="0em 2em 0em 2em 0em 2em 0em 2em 0em 2em 0em" displaystyle="true"> <mtr> <mtd> <msub> <mi>γ<!-- γ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> </mtd> <mtd> <mi></mi> <mo>=</mo> <mi mathvariant="normal">E</mi> <mo>⁡<!-- --></mo> <mrow> <mo>[</mo> <msup> <mrow> <mo>(</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mi>X</mi> <mo>−<!-- − --></mo> <mi mathvariant="normal">E</mi> <mo>⁡<!-- --></mo> <mo stretchy="false">[</mo> <mi>X</mi> <mo stretchy="false">]</mo> </mrow> <msqrt> <mi>Var</mi> <mo>⁡<!-- --></mo> <mo stretchy="false">[</mo> <mi>X</mi> <mo stretchy="false">]</mo> </msqrt> </mfrac> </mrow> <mo>)</mo> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>3</mn> </mrow> </msup> <mo>]</mo> </mrow> </mtd> </mtr> <mtr> <mtd /> <mtd> <mi></mi> <mo>=</mo> <mi>p</mi> <mo>⋅<!-- ⋅ --></mo> <msup> <mrow> <mo>(</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mi>q</mi> <msqrt> <mi>p</mi> <mi>q</mi> </msqrt> </mfrac> </mrow> <mo>)</mo> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>3</mn> </mrow> </msup> <mo>+</mo> <mi>q</mi> <mo>⋅<!-- ⋅ --></mo> <msup> <mrow> <mo>(</mo> <mrow> <mo>−<!-- − --></mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mi>p</mi> <msqrt> <mi>p</mi> <mi>q</mi> </msqrt> </mfrac> </mrow> </mrow> <mo>)</mo> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>3</mn> </mrow> </msup> </mtd> </mtr> <mtr> <mtd /> <mtd> <mi></mi> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <msup> <mrow class="MJX-TeXAtom-ORD"> <msqrt> <mi>p</mi> <mi>q</mi> </msqrt> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>3</mn> </mrow> </msup> </mfrac> </mrow> <mrow> <mo>(</mo> <mrow> <mi>p</mi> <msup> <mi>q</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>3</mn> </mrow> </msup> <mo>−<!-- − --></mo> <mi>q</mi> <msup> <mi>p</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>3</mn> </mrow> </msup> </mrow> <mo>)</mo> </mrow> </mtd> </mtr> <mtr> <mtd /> <mtd> <mi></mi> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mi>p</mi> <mi>q</mi> </mrow> <msup> <mrow class="MJX-TeXAtom-ORD"> <msqrt> <mi>p</mi> <mi>q</mi> </msqrt> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>3</mn> </mrow> </msup> </mfrac> </mrow> <mo stretchy="false">(</mo> <msup> <mi>q</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mo>−<!-- − --></mo> <msup> <mi>p</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mo stretchy="false">)</mo> </mtd> </mtr> <mtr> <mtd /> <mtd> <mi></mi> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mo stretchy="false">(</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mi>p</mi> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mo>−<!-- − --></mo> <msup> <mi>p</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> </mrow> <msqrt> <mi>p</mi> <mi>q</mi> </msqrt> </mfrac> </mrow> </mtd> </mtr> <mtr> <mtd /> <mtd> <mi></mi> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mn>1</mn> <mo>−<!-- − --></mo> <mn>2</mn> <mi>p</mi> </mrow> <msqrt> <mi>p</mi> <mi>q</mi> </msqrt> </mfrac> </mrow> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mi>q</mi> <mo>−<!-- − --></mo> <mi>p</mi> </mrow> <msqrt> <mi>p</mi> <mi>q</mi> </msqrt> </mfrac> </mrow> <mo>.</mo> </mtd> </mtr> </mtable> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\begin{aligned}\gamma _{1}&=\operatorname {E} \left[\left({\frac {X-\operatorname {E} [X]}{\sqrt {\operatorname {Var} [X]}}}\right)^{3}\right]\\&=p\cdot \left({\frac {q}{\sqrt {pq}}}\right)^{3}+q\cdot \left(-{\frac {p}{\sqrt {pq}}}\right)^{3}\\&={\frac {1}{{\sqrt {pq}}^{3}}}\left(pq^{3}-qp^{3}\right)\\&={\frac {pq}{{\sqrt {pq}}^{3}}}(q^{2}-p^{2})\\&={\frac {(1-p)^{2}-p^{2}}{\sqrt {pq}}}\\&={\frac {1-2p}{\sqrt {pq}}}={\frac {q-p}{\sqrt {pq}}}.\end{aligned}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/3ad7bf226e1980a4b3ed35773624b3e968d61933" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -20.338ex; width:35.327ex; height:41.843ex;" alt="{\displaystyle {\begin{aligned}\gamma _{1}&=\operatorname {E} \left[\left({\frac {X-\operatorname {E} [X]}{\sqrt {\operatorname {Var} [X]}}}\right)^{3}\right]\\&=p\cdot \left({\frac {q}{\sqrt {pq}}}\right)^{3}+q\cdot \left(-{\frac {p}{\sqrt {pq}}}\right)^{3}\\&={\frac {1}{{\sqrt {pq}}^{3}}}\left(pq^{3}-qp^{3}\right)\\&={\frac {pq}{{\sqrt {pq}}^{3}}}(q^{2}-p^{2})\\&={\frac {(1-p)^{2}-p^{2}}{\sqrt {pq}}}\\&={\frac {1-2p}{\sqrt {pq}}}={\frac {q-p}{\sqrt {pq}}}.\end{aligned}}}"></span></dd></dl> <div class="mw-heading mw-heading2"><h2 id="Higher_moments_and_cumulants">Higher moments and cumulants</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Bernoulli_distribution&action=edit&section=5" title="Edit section: Higher moments and cumulants"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>The raw moments are all equal due to the fact that <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle 1^{k}=1}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mn>1</mn> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msup> <mo>=</mo> <mn>1</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle 1^{k}=1}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/51b717df085419422eed8aa6b382802d096b2761" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:6.512ex; height:2.676ex;" alt="{\displaystyle 1^{k}=1}"></span> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle 0^{k}=0}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mn>0</mn> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msup> <mo>=</mo> <mn>0</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle 0^{k}=0}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/2915e62d7e7ab89c077059d12d632eacda64755d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:6.512ex; height:2.676ex;" alt="{\displaystyle 0^{k}=0}"></span>. </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \operatorname {E} [X^{k}]=\Pr(X=1)\cdot 1^{k}+\Pr(X=0)\cdot 0^{k}=p\cdot 1+q\cdot 0=p=\operatorname {E} [X].}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi mathvariant="normal">E</mi> <mo>⁡<!-- --></mo> <mo stretchy="false">[</mo> <msup> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msup> <mo stretchy="false">]</mo> <mo>=</mo> <mo movablelimits="true" form="prefix">Pr</mo> <mo stretchy="false">(</mo> <mi>X</mi> <mo>=</mo> <mn>1</mn> <mo stretchy="false">)</mo> <mo>⋅<!-- ⋅ --></mo> <msup> <mn>1</mn> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msup> <mo>+</mo> <mo movablelimits="true" form="prefix">Pr</mo> <mo stretchy="false">(</mo> <mi>X</mi> <mo>=</mo> <mn>0</mn> <mo stretchy="false">)</mo> <mo>⋅<!-- ⋅ --></mo> <msup> <mn>0</mn> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msup> <mo>=</mo> <mi>p</mi> <mo>⋅<!-- ⋅ --></mo> <mn>1</mn> <mo>+</mo> <mi>q</mi> <mo>⋅<!-- ⋅ --></mo> <mn>0</mn> <mo>=</mo> <mi>p</mi> <mo>=</mo> <mi mathvariant="normal">E</mi> <mo>⁡<!-- --></mo> <mo stretchy="false">[</mo> <mi>X</mi> <mo stretchy="false">]</mo> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \operatorname {E} [X^{k}]=\Pr(X=1)\cdot 1^{k}+\Pr(X=0)\cdot 0^{k}=p\cdot 1+q\cdot 0=p=\operatorname {E} [X].}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/5cbafd464e73d482dc6c32d1c4f3eaedd5539952" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:67.582ex; height:3.176ex;" alt="{\displaystyle \operatorname {E} [X^{k}]=\Pr(X=1)\cdot 1^{k}+\Pr(X=0)\cdot 0^{k}=p\cdot 1+q\cdot 0=p=\operatorname {E} [X].}"></span></dd></dl> <p>The central moment of order <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle k}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>k</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle k}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c3c9a2c7b599b37105512c5d570edc034056dd40" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.211ex; height:2.176ex;" alt="{\displaystyle k}"></span> is given by </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu _{k}=(1-p)(-p)^{k}+p(1-p)^{k}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>μ<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msub> <mo>=</mo> <mo stretchy="false">(</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mi>p</mi> <mo stretchy="false">)</mo> <mo stretchy="false">(</mo> <mo>−<!-- − --></mo> <mi>p</mi> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msup> <mo>+</mo> <mi>p</mi> <mo stretchy="false">(</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mi>p</mi> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msup> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu _{k}=(1-p)(-p)^{k}+p(1-p)^{k}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/34401938493b639e689a8bc778f133f8f50cffd6" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:31.173ex; height:3.176ex;" alt="{\displaystyle \mu _{k}=(1-p)(-p)^{k}+p(1-p)^{k}.}"></span></dd></dl> <p>The first six central moments are </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\begin{aligned}\mu _{1}&=0,\\\mu _{2}&=p(1-p),\\\mu _{3}&=p(1-p)(1-2p),\\\mu _{4}&=p(1-p)(1-3p(1-p)),\\\mu _{5}&=p(1-p)(1-2p)(1-2p(1-p)),\\\mu _{6}&=p(1-p)(1-5p(1-p)(1-p(1-p))).\end{aligned}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mtable columnalign="right left right left right left right left right left right left" rowspacing="3pt" columnspacing="0em 2em 0em 2em 0em 2em 0em 2em 0em 2em 0em" displaystyle="true"> <mtr> <mtd> <msub> <mi>μ<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> </mtd> <mtd> <mi></mi> <mo>=</mo> <mn>0</mn> <mo>,</mo> </mtd> </mtr> <mtr> <mtd> <msub> <mi>μ<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> </mtd> <mtd> <mi></mi> <mo>=</mo> <mi>p</mi> <mo stretchy="false">(</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mi>p</mi> <mo stretchy="false">)</mo> <mo>,</mo> </mtd> </mtr> <mtr> <mtd> <msub> <mi>μ<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>3</mn> </mrow> </msub> </mtd> <mtd> <mi></mi> <mo>=</mo> <mi>p</mi> <mo stretchy="false">(</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mi>p</mi> <mo stretchy="false">)</mo> <mo stretchy="false">(</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mn>2</mn> <mi>p</mi> <mo stretchy="false">)</mo> <mo>,</mo> </mtd> </mtr> <mtr> <mtd> <msub> <mi>μ<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>4</mn> </mrow> </msub> </mtd> <mtd> <mi></mi> <mo>=</mo> <mi>p</mi> <mo stretchy="false">(</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mi>p</mi> <mo stretchy="false">)</mo> <mo stretchy="false">(</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mn>3</mn> <mi>p</mi> <mo stretchy="false">(</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mi>p</mi> <mo stretchy="false">)</mo> <mo stretchy="false">)</mo> <mo>,</mo> </mtd> </mtr> <mtr> <mtd> <msub> <mi>μ<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>5</mn> </mrow> </msub> </mtd> <mtd> <mi></mi> <mo>=</mo> <mi>p</mi> <mo stretchy="false">(</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mi>p</mi> <mo stretchy="false">)</mo> <mo stretchy="false">(</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mn>2</mn> <mi>p</mi> <mo stretchy="false">)</mo> <mo stretchy="false">(</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mn>2</mn> <mi>p</mi> <mo stretchy="false">(</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mi>p</mi> <mo stretchy="false">)</mo> <mo stretchy="false">)</mo> <mo>,</mo> </mtd> </mtr> <mtr> <mtd> <msub> <mi>μ<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>6</mn> </mrow> </msub> </mtd> <mtd> <mi></mi> <mo>=</mo> <mi>p</mi> <mo stretchy="false">(</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mi>p</mi> <mo stretchy="false">)</mo> <mo stretchy="false">(</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mn>5</mn> <mi>p</mi> <mo stretchy="false">(</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mi>p</mi> <mo stretchy="false">)</mo> <mo stretchy="false">(</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mi>p</mi> <mo stretchy="false">(</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mi>p</mi> <mo stretchy="false">)</mo> <mo stretchy="false">)</mo> <mo stretchy="false">)</mo> <mo>.</mo> </mtd> </mtr> </mtable> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\begin{aligned}\mu _{1}&=0,\\\mu _{2}&=p(1-p),\\\mu _{3}&=p(1-p)(1-2p),\\\mu _{4}&=p(1-p)(1-3p(1-p)),\\\mu _{5}&=p(1-p)(1-2p)(1-2p(1-p)),\\\mu _{6}&=p(1-p)(1-5p(1-p)(1-p(1-p))).\end{aligned}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/1e98a9c904721cc551bf218e39b99cba4c90401b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -8.671ex; width:44.192ex; height:18.509ex;" alt="{\displaystyle {\begin{aligned}\mu _{1}&=0,\\\mu _{2}&=p(1-p),\\\mu _{3}&=p(1-p)(1-2p),\\\mu _{4}&=p(1-p)(1-3p(1-p)),\\\mu _{5}&=p(1-p)(1-2p)(1-2p(1-p)),\\\mu _{6}&=p(1-p)(1-5p(1-p)(1-p(1-p))).\end{aligned}}}"></span></dd></dl> <p>The higher central moments can be expressed more compactly in terms of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu _{2}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>μ<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu _{2}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/2f841461ae8f2eafec3fe879f7c061a73c2f7170" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:2.456ex; height:2.176ex;" alt="{\displaystyle \mu _{2}}"></span> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu _{3}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>μ<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>3</mn> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu _{3}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/f144b856b549cd520d34b8b6834c55742af18acc" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:2.456ex; height:2.176ex;" alt="{\displaystyle \mu _{3}}"></span> </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\begin{aligned}\mu _{4}&=\mu _{2}(1-3\mu _{2}),\\\mu _{5}&=\mu _{3}(1-2\mu _{2}),\\\mu _{6}&=\mu _{2}(1-5\mu _{2}(1-\mu _{2})).\end{aligned}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mtable columnalign="right left right left right left right left right left right left" rowspacing="3pt" columnspacing="0em 2em 0em 2em 0em 2em 0em 2em 0em 2em 0em" displaystyle="true"> <mtr> <mtd> <msub> <mi>μ<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>4</mn> </mrow> </msub> </mtd> <mtd> <mi></mi> <mo>=</mo> <msub> <mi>μ<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo stretchy="false">(</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mn>3</mn> <msub> <mi>μ<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo stretchy="false">)</mo> <mo>,</mo> </mtd> </mtr> <mtr> <mtd> <msub> <mi>μ<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>5</mn> </mrow> </msub> </mtd> <mtd> <mi></mi> <mo>=</mo> <msub> <mi>μ<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>3</mn> </mrow> </msub> <mo stretchy="false">(</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mn>2</mn> <msub> <mi>μ<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo stretchy="false">)</mo> <mo>,</mo> </mtd> </mtr> <mtr> <mtd> <msub> <mi>μ<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>6</mn> </mrow> </msub> </mtd> <mtd> <mi></mi> <mo>=</mo> <msub> <mi>μ<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo stretchy="false">(</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mn>5</mn> <msub> <mi>μ<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo stretchy="false">(</mo> <mn>1</mn> <mo>−<!-- − --></mo> <msub> <mi>μ<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo stretchy="false">)</mo> <mo stretchy="false">)</mo> <mo>.</mo> </mtd> </mtr> </mtable> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\begin{aligned}\mu _{4}&=\mu _{2}(1-3\mu _{2}),\\\mu _{5}&=\mu _{3}(1-2\mu _{2}),\\\mu _{6}&=\mu _{2}(1-5\mu _{2}(1-\mu _{2})).\end{aligned}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/56c842ae2be59c50b427d4173ff7079b15263e3d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -4.005ex; width:27.107ex; height:9.176ex;" alt="{\displaystyle {\begin{aligned}\mu _{4}&=\mu _{2}(1-3\mu _{2}),\\\mu _{5}&=\mu _{3}(1-2\mu _{2}),\\\mu _{6}&=\mu _{2}(1-5\mu _{2}(1-\mu _{2})).\end{aligned}}}"></span></dd></dl> <p>The first six cumulants are </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\begin{aligned}\kappa _{1}&=p,\\\kappa _{2}&=\mu _{2},\\\kappa _{3}&=\mu _{3},\\\kappa _{4}&=\mu _{2}(1-6\mu _{2}),\\\kappa _{5}&=\mu _{3}(1-12\mu _{2}),\\\kappa _{6}&=\mu _{2}(1-30\mu _{2}(1-4\mu _{2})).\end{aligned}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mtable columnalign="right left right left right left right left right left right left" rowspacing="3pt" columnspacing="0em 2em 0em 2em 0em 2em 0em 2em 0em 2em 0em" displaystyle="true"> <mtr> <mtd> <msub> <mi>κ<!-- κ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> </mtd> <mtd> <mi></mi> <mo>=</mo> <mi>p</mi> <mo>,</mo> </mtd> </mtr> <mtr> <mtd> <msub> <mi>κ<!-- κ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> </mtd> <mtd> <mi></mi> <mo>=</mo> <msub> <mi>μ<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo>,</mo> </mtd> </mtr> <mtr> <mtd> <msub> <mi>κ<!-- κ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>3</mn> </mrow> </msub> </mtd> <mtd> <mi></mi> <mo>=</mo> <msub> <mi>μ<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>3</mn> </mrow> </msub> <mo>,</mo> </mtd> </mtr> <mtr> <mtd> <msub> <mi>κ<!-- κ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>4</mn> </mrow> </msub> </mtd> <mtd> <mi></mi> <mo>=</mo> <msub> <mi>μ<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo stretchy="false">(</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mn>6</mn> <msub> <mi>μ<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo stretchy="false">)</mo> <mo>,</mo> </mtd> </mtr> <mtr> <mtd> <msub> <mi>κ<!-- κ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>5</mn> </mrow> </msub> </mtd> <mtd> <mi></mi> <mo>=</mo> <msub> <mi>μ<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>3</mn> </mrow> </msub> <mo stretchy="false">(</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mn>12</mn> <msub> <mi>μ<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo stretchy="false">)</mo> <mo>,</mo> </mtd> </mtr> <mtr> <mtd> <msub> <mi>κ<!-- κ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>6</mn> </mrow> </msub> </mtd> <mtd> <mi></mi> <mo>=</mo> <msub> <mi>μ<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo stretchy="false">(</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mn>30</mn> <msub> <mi>μ<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo stretchy="false">(</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mn>4</mn> <msub> <mi>μ<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo stretchy="false">)</mo> <mo stretchy="false">)</mo> <mo>.</mo> </mtd> </mtr> </mtable> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\begin{aligned}\kappa _{1}&=p,\\\kappa _{2}&=\mu _{2},\\\kappa _{3}&=\mu _{3},\\\kappa _{4}&=\mu _{2}(1-6\mu _{2}),\\\kappa _{5}&=\mu _{3}(1-12\mu _{2}),\\\kappa _{6}&=\mu _{2}(1-30\mu _{2}(1-4\mu _{2})).\end{aligned}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/8c227311201a8866d32fbbc00cb9d1cfed7dfd2a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -8.671ex; width:29.369ex; height:18.509ex;" alt="{\displaystyle {\begin{aligned}\kappa _{1}&=p,\\\kappa _{2}&=\mu _{2},\\\kappa _{3}&=\mu _{3},\\\kappa _{4}&=\mu _{2}(1-6\mu _{2}),\\\kappa _{5}&=\mu _{3}(1-12\mu _{2}),\\\kappa _{6}&=\mu _{2}(1-30\mu _{2}(1-4\mu _{2})).\end{aligned}}}"></span></dd></dl> <div class="mw-heading mw-heading2"><h2 id="Entropy_and_Fisher's_Information"><span id="Entropy_and_Fisher.27s_Information"></span>Entropy and Fisher's Information</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Bernoulli_distribution&action=edit&section=6" title="Edit section: Entropy and Fisher's Information"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <div class="mw-heading mw-heading3"><h3 id="Entropy">Entropy</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Bernoulli_distribution&action=edit&section=7" title="Edit section: Entropy"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>Entropy is a measure of uncertainty or randomness in a probability distribution. For a Bernoulli random variable <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>X</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/68baa052181f707c662844a465bfeeb135e82bab" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.98ex; height:2.176ex;" alt="{\displaystyle X}"></span> with success probability <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle p}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>p</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle p}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/81eac1e205430d1f40810df36a0edffdc367af36" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; margin-left: -0.089ex; width:1.259ex; height:2.009ex;" alt="{\displaystyle p}"></span> and failure probability <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle q=1-p}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>q</mi> <mo>=</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mi>p</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle q=1-p}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/22e387fe24ba3da5f9a0dc424923cdfc2c08990c" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:9.34ex; height:2.509ex;" alt="{\displaystyle q=1-p}"></span>, the entropy <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle H(X)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>H</mi> <mo stretchy="false">(</mo> <mi>X</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle H(X)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/bd232b6fb5ea803efc1154d2efb0c3fe00a4531b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:5.853ex; height:2.843ex;" alt="{\displaystyle H(X)}"></span> is defined as: </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\begin{aligned}H(X)&=\mathbb {E} _{p}\ln({\frac {1}{P(X)}})=-[P(X=0)\ln P(X=0)+P(X=1)\ln P(X=1)]\\H(X)&=-(q\ln q+p\ln p),\quad q=P(X=0),p=P(X=1)\end{aligned}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mtable columnalign="right left right left right left right left right left right left" rowspacing="3pt" columnspacing="0em 2em 0em 2em 0em 2em 0em 2em 0em 2em 0em" displaystyle="true"> <mtr> <mtd> <mi>H</mi> <mo stretchy="false">(</mo> <mi>X</mi> <mo stretchy="false">)</mo> </mtd> <mtd> <mi></mi> <mo>=</mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">E</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>p</mi> </mrow> </msub> <mi>ln</mi> <mo>⁡<!-- --></mo> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mrow> <mi>P</mi> <mo stretchy="false">(</mo> <mi>X</mi> <mo stretchy="false">)</mo> </mrow> </mfrac> </mrow> <mo stretchy="false">)</mo> <mo>=</mo> <mo>−<!-- − --></mo> <mo stretchy="false">[</mo> <mi>P</mi> <mo stretchy="false">(</mo> <mi>X</mi> <mo>=</mo> <mn>0</mn> <mo stretchy="false">)</mo> <mi>ln</mi> <mo>⁡<!-- --></mo> <mi>P</mi> <mo stretchy="false">(</mo> <mi>X</mi> <mo>=</mo> <mn>0</mn> <mo stretchy="false">)</mo> <mo>+</mo> <mi>P</mi> <mo stretchy="false">(</mo> <mi>X</mi> <mo>=</mo> <mn>1</mn> <mo stretchy="false">)</mo> <mi>ln</mi> <mo>⁡<!-- --></mo> <mi>P</mi> <mo stretchy="false">(</mo> <mi>X</mi> <mo>=</mo> <mn>1</mn> <mo stretchy="false">)</mo> <mo stretchy="false">]</mo> </mtd> </mtr> <mtr> <mtd> <mi>H</mi> <mo stretchy="false">(</mo> <mi>X</mi> <mo stretchy="false">)</mo> </mtd> <mtd> <mi></mi> <mo>=</mo> <mo>−<!-- − --></mo> <mo stretchy="false">(</mo> <mi>q</mi> <mi>ln</mi> <mo>⁡<!-- --></mo> <mi>q</mi> <mo>+</mo> <mi>p</mi> <mi>ln</mi> <mo>⁡<!-- --></mo> <mi>p</mi> <mo stretchy="false">)</mo> <mo>,</mo> <mspace width="1em" /> <mi>q</mi> <mo>=</mo> <mi>P</mi> <mo stretchy="false">(</mo> <mi>X</mi> <mo>=</mo> <mn>0</mn> <mo stretchy="false">)</mo> <mo>,</mo> <mi>p</mi> <mo>=</mo> <mi>P</mi> <mo stretchy="false">(</mo> <mi>X</mi> <mo>=</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mtd> </mtr> </mtable> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\begin{aligned}H(X)&=\mathbb {E} _{p}\ln({\frac {1}{P(X)}})=-[P(X=0)\ln P(X=0)+P(X=1)\ln P(X=1)]\\H(X)&=-(q\ln q+p\ln p),\quad q=P(X=0),p=P(X=1)\end{aligned}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/5639ed087a5db66ec3f0d967cb414d1a7caaa32d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.735ex; margin-bottom: -0.27ex; width:76.469ex; height:9.176ex;" alt="{\displaystyle {\begin{aligned}H(X)&=\mathbb {E} _{p}\ln({\frac {1}{P(X)}})=-[P(X=0)\ln P(X=0)+P(X=1)\ln P(X=1)]\\H(X)&=-(q\ln q+p\ln p),\quad q=P(X=0),p=P(X=1)\end{aligned}}}"></span></dd></dl> <p>The entropy is maximized when <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle p=0.5}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>p</mi> <mo>=</mo> <mn>0.5</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle p=0.5}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/78145978df11bf657030540a5136bda6646bd3ff" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; margin-left: -0.089ex; width:7.329ex; height:2.509ex;" alt="{\displaystyle p=0.5}"></span>, indicating the highest level of uncertainty when both outcomes are equally likely. The entropy is zero when <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle p=0}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>p</mi> <mo>=</mo> <mn>0</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle p=0}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b3e6ac10fa45fb984d886065f959a6bdd467b5e8" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; margin-left: -0.089ex; width:5.52ex; height:2.509ex;" alt="{\displaystyle p=0}"></span> or <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle p=1}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>p</mi> <mo>=</mo> <mn>1</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle p=1}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c29a2f2fb3f642618036ed7a79712202e7ada924" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; margin-left: -0.089ex; width:5.52ex; height:2.509ex;" alt="{\displaystyle p=1}"></span>, where one outcome is certain. </p> <div class="mw-heading mw-heading3"><h3 id="Fisher's_Information"><span id="Fisher.27s_Information"></span>Fisher's Information</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Bernoulli_distribution&action=edit&section=8" title="Edit section: Fisher's Information"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>Fisher information measures the amount of information that an observable random variable <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>X</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/68baa052181f707c662844a465bfeeb135e82bab" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.98ex; height:2.176ex;" alt="{\displaystyle X}"></span> carries about an unknown parameter <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle p}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>p</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle p}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/81eac1e205430d1f40810df36a0edffdc367af36" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; margin-left: -0.089ex; width:1.259ex; height:2.009ex;" alt="{\displaystyle p}"></span> upon which the probability of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>X</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/68baa052181f707c662844a465bfeeb135e82bab" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.98ex; height:2.176ex;" alt="{\displaystyle X}"></span> depends. For the Bernoulli distribution, the Fisher information with respect to the parameter <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle p}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>p</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle p}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/81eac1e205430d1f40810df36a0edffdc367af36" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; margin-left: -0.089ex; width:1.259ex; height:2.009ex;" alt="{\displaystyle p}"></span> is given by: </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\begin{aligned}I(p)={\frac {1}{pq}}\end{aligned}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mtable columnalign="right left right left right left right left right left right left" rowspacing="3pt" columnspacing="0em 2em 0em 2em 0em 2em 0em 2em 0em 2em 0em" displaystyle="true"> <mtr> <mtd> <mi>I</mi> <mo stretchy="false">(</mo> <mi>p</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mrow> <mi>p</mi> <mi>q</mi> </mrow> </mfrac> </mrow> </mtd> </mtr> </mtable> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\begin{aligned}I(p)={\frac {1}{pq}}\end{aligned}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/6266d0ada853a890bff3d47a83024044d1324438" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.003ex; margin-bottom: -0.335ex; width:11.076ex; height:5.676ex;" alt="{\displaystyle {\begin{aligned}I(p)={\frac {1}{pq}}\end{aligned}}}"></span></dd></dl> <p><b>Proof:</b> </p> <ul><li>The <b>Likelihood Function</b> for a Bernoulli random variable<span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>X</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/68baa052181f707c662844a465bfeeb135e82bab" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.98ex; height:2.176ex;" alt="{\displaystyle X}"></span> is:</li></ul> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\begin{aligned}L(p;X)=p^{X}(1-p)^{1-X}\end{aligned}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mtable columnalign="right left right left right left right left right left right left" rowspacing="3pt" columnspacing="0em 2em 0em 2em 0em 2em 0em 2em 0em 2em 0em" displaystyle="true"> <mtr> <mtd> <mi>L</mi> <mo stretchy="false">(</mo> <mi>p</mi> <mo>;</mo> <mi>X</mi> <mo stretchy="false">)</mo> <mo>=</mo> <msup> <mi>p</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>X</mi> </mrow> </msup> <mo stretchy="false">(</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mi>p</mi> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> <mo>−<!-- − --></mo> <mi>X</mi> </mrow> </msup> </mtd> </mtr> </mtable> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\begin{aligned}L(p;X)=p^{X}(1-p)^{1-X}\end{aligned}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c303ab482c72fbbf210ac349d895dfbd25f79306" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:24.942ex; height:3.176ex;" alt="{\displaystyle {\begin{aligned}L(p;X)=p^{X}(1-p)^{1-X}\end{aligned}}}"></span></dd></dl> <p>This represents the probability of observing <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>X</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/68baa052181f707c662844a465bfeeb135e82bab" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.98ex; height:2.176ex;" alt="{\displaystyle X}"></span> given the parameter <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle p}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>p</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle p}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/81eac1e205430d1f40810df36a0edffdc367af36" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; margin-left: -0.089ex; width:1.259ex; height:2.009ex;" alt="{\displaystyle p}"></span>. </p> <ul><li>The <b>Log-Likelihood Function</b> is:</li></ul> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\begin{aligned}\ln L(p;X)=X\ln p+(1-X)\ln(1-p)\end{aligned}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mtable columnalign="right left right left right left right left right left right left" rowspacing="3pt" columnspacing="0em 2em 0em 2em 0em 2em 0em 2em 0em 2em 0em" displaystyle="true"> <mtr> <mtd> <mi>ln</mi> <mo>⁡<!-- --></mo> <mi>L</mi> <mo stretchy="false">(</mo> <mi>p</mi> <mo>;</mo> <mi>X</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mi>X</mi> <mi>ln</mi> <mo>⁡<!-- --></mo> <mi>p</mi> <mo>+</mo> <mo stretchy="false">(</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mi>X</mi> <mo stretchy="false">)</mo> <mi>ln</mi> <mo>⁡<!-- --></mo> <mo stretchy="false">(</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mi>p</mi> <mo stretchy="false">)</mo> </mtd> </mtr> </mtable> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\begin{aligned}\ln L(p;X)=X\ln p+(1-X)\ln(1-p)\end{aligned}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/35c7a193e05217f0c0884a34846f85f99624aa21" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:39.555ex; height:2.843ex;" alt="{\displaystyle {\begin{aligned}\ln L(p;X)=X\ln p+(1-X)\ln(1-p)\end{aligned}}}"></span></dd></dl> <ul><li>The Score Function (the first derivative of the log-likelihood w.r.t. <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle p}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>p</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle p}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/81eac1e205430d1f40810df36a0edffdc367af36" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; margin-left: -0.089ex; width:1.259ex; height:2.009ex;" alt="{\displaystyle p}"></span> is:</li></ul> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\begin{aligned}{\frac {\partial }{\partial p}}\ln L(p;X)={\frac {X}{p}}-{\frac {1-X}{1-p}}\end{aligned}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mtable columnalign="right left right left right left right left right left right left" rowspacing="3pt" columnspacing="0em 2em 0em 2em 0em 2em 0em 2em 0em 2em 0em" displaystyle="true"> <mtr> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mi mathvariant="normal">∂<!-- ∂ --></mi> <mrow> <mi mathvariant="normal">∂<!-- ∂ --></mi> <mi>p</mi> </mrow> </mfrac> </mrow> <mi>ln</mi> <mo>⁡<!-- --></mo> <mi>L</mi> <mo stretchy="false">(</mo> <mi>p</mi> <mo>;</mo> <mi>X</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mi>X</mi> <mi>p</mi> </mfrac> </mrow> <mo>−<!-- − --></mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mn>1</mn> <mo>−<!-- − --></mo> <mi>X</mi> </mrow> <mrow> <mn>1</mn> <mo>−<!-- − --></mo> <mi>p</mi> </mrow> </mfrac> </mrow> </mtd> </mtr> </mtable> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\begin{aligned}{\frac {\partial }{\partial p}}\ln L(p;X)={\frac {X}{p}}-{\frac {1-X}{1-p}}\end{aligned}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/3db28b7ea757ed75b1876df2d0502263c62c5ba2" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.117ex; margin-bottom: -0.221ex; width:29.938ex; height:5.843ex;" alt="{\displaystyle {\begin{aligned}{\frac {\partial }{\partial p}}\ln L(p;X)={\frac {X}{p}}-{\frac {1-X}{1-p}}\end{aligned}}}"></span></dd></dl> <ul><li>The second derivative of the log-likelihood function is:</li></ul> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\begin{aligned}{\frac {\partial ^{2}}{\partial p^{2}}}\ln L(p;X)=-{\frac {X}{p^{2}}}-{\frac {1-X}{(1-p)^{2}}}\end{aligned}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mtable columnalign="right left right left right left right left right left right left" rowspacing="3pt" columnspacing="0em 2em 0em 2em 0em 2em 0em 2em 0em 2em 0em" displaystyle="true"> <mtr> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <msup> <mi mathvariant="normal">∂<!-- ∂ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mrow> <mi mathvariant="normal">∂<!-- ∂ --></mi> <msup> <mi>p</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> </mrow> </mfrac> </mrow> <mi>ln</mi> <mo>⁡<!-- --></mo> <mi>L</mi> <mo stretchy="false">(</mo> <mi>p</mi> <mo>;</mo> <mi>X</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mo>−<!-- − --></mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mi>X</mi> <msup> <mi>p</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> </mfrac> </mrow> <mo>−<!-- − --></mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mn>1</mn> <mo>−<!-- − --></mo> <mi>X</mi> </mrow> <mrow> <mo stretchy="false">(</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mi>p</mi> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> </mrow> </mfrac> </mrow> </mtd> </mtr> </mtable> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\begin{aligned}{\frac {\partial ^{2}}{\partial p^{2}}}\ln L(p;X)=-{\frac {X}{p^{2}}}-{\frac {1-X}{(1-p)^{2}}}\end{aligned}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/43153760185a49d566f3d210d1b6102b4f6c03f1" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.671ex; width:35.097ex; height:6.509ex;" alt="{\displaystyle {\begin{aligned}{\frac {\partial ^{2}}{\partial p^{2}}}\ln L(p;X)=-{\frac {X}{p^{2}}}-{\frac {1-X}{(1-p)^{2}}}\end{aligned}}}"></span></dd></dl> <ul><li><b>Fisher information</b> is calculated as the negative expected value of the second derivative of the log-likelihood:</li></ul> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\begin{aligned}I(p)=-E\left[{\frac {\partial ^{2}}{\partial p^{2}}}\ln L(p;X)\right]=-\left(-{\frac {p}{p^{2}}}-{\frac {1-p}{(1-p)^{2}}}\right)={\frac {1}{p(1-p)}}={\frac {1}{pq}}\end{aligned}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mtable columnalign="right left right left right left right left right left right left" rowspacing="3pt" columnspacing="0em 2em 0em 2em 0em 2em 0em 2em 0em 2em 0em" displaystyle="true"> <mtr> <mtd> <mi>I</mi> <mo stretchy="false">(</mo> <mi>p</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mo>−<!-- − --></mo> <mi>E</mi> <mrow> <mo>[</mo> <mrow> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <msup> <mi mathvariant="normal">∂<!-- ∂ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mrow> <mi mathvariant="normal">∂<!-- ∂ --></mi> <msup> <mi>p</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> </mrow> </mfrac> </mrow> <mi>ln</mi> <mo>⁡<!-- --></mo> <mi>L</mi> <mo stretchy="false">(</mo> <mi>p</mi> <mo>;</mo> <mi>X</mi> <mo stretchy="false">)</mo> </mrow> <mo>]</mo> </mrow> <mo>=</mo> <mo>−<!-- − --></mo> <mrow> <mo>(</mo> <mrow> <mo>−<!-- − --></mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mi>p</mi> <msup> <mi>p</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> </mfrac> </mrow> <mo>−<!-- − --></mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mn>1</mn> <mo>−<!-- − --></mo> <mi>p</mi> </mrow> <mrow> <mo stretchy="false">(</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mi>p</mi> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> </mrow> </mfrac> </mrow> </mrow> <mo>)</mo> </mrow> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mrow> <mi>p</mi> <mo stretchy="false">(</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mi>p</mi> <mo stretchy="false">)</mo> </mrow> </mfrac> </mrow> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mrow> <mi>p</mi> <mi>q</mi> </mrow> </mfrac> </mrow> </mtd> </mtr> </mtable> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\begin{aligned}I(p)=-E\left[{\frac {\partial ^{2}}{\partial p^{2}}}\ln L(p;X)\right]=-\left(-{\frac {p}{p^{2}}}-{\frac {1-p}{(1-p)^{2}}}\right)={\frac {1}{p(1-p)}}={\frac {1}{pq}}\end{aligned}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/930c79a1f00b168593deb05fe32af5d9dcaed143" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.671ex; width:72.647ex; height:6.509ex;" alt="{\displaystyle {\begin{aligned}I(p)=-E\left[{\frac {\partial ^{2}}{\partial p^{2}}}\ln L(p;X)\right]=-\left(-{\frac {p}{p^{2}}}-{\frac {1-p}{(1-p)^{2}}}\right)={\frac {1}{p(1-p)}}={\frac {1}{pq}}\end{aligned}}}"></span></dd></dl> <p>It is maximized when <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle p=0.5}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>p</mi> <mo>=</mo> <mn>0.5</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle p=0.5}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/78145978df11bf657030540a5136bda6646bd3ff" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; margin-left: -0.089ex; width:7.329ex; height:2.509ex;" alt="{\displaystyle p=0.5}"></span>, reflecting maximum uncertainty and thus maximum information about the parameter <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle p}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>p</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle p}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/81eac1e205430d1f40810df36a0edffdc367af36" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; margin-left: -0.089ex; width:1.259ex; height:2.009ex;" alt="{\displaystyle p}"></span>. </p> <div class="mw-heading mw-heading2"><h2 id="Related_distributions">Related distributions</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Bernoulli_distribution&action=edit&section=9" title="Edit section: Related distributions"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <ul><li>If <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X_{1},\dots ,X_{n}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>,</mo> <mo>…<!-- … --></mo> <mo>,</mo> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X_{1},\dots ,X_{n}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/38ed92ce88f900210607bbb8f4d66e14d52d7a17" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:11.299ex; height:2.509ex;" alt="{\displaystyle X_{1},\dots ,X_{n}}"></span> are independent, identically distributed (<a href="/wiki/Independent_and_identically_distributed_random_variables" title="Independent and identically distributed random variables">i.i.d.</a>) random variables, all <a href="/wiki/Bernoulli_trial" title="Bernoulli trial">Bernoulli trials</a> with success probability <i>p</i>, then their <a href="/wiki/Sum_of_independent_random_variables" class="mw-redirect" title="Sum of independent random variables">sum is distributed</a> according to a <a href="/wiki/Binomial_distribution" title="Binomial distribution">binomial distribution</a> with parameters <i>n</i> and <i>p</i>: <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \sum _{k=1}^{n}X_{k}\sim \operatorname {B} (n,p)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <munderover> <mo>∑<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msub> <mo>∼<!-- ∼ --></mo> <mi mathvariant="normal">B</mi> <mo>⁡<!-- --></mo> <mo stretchy="false">(</mo> <mi>n</mi> <mo>,</mo> <mi>p</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \sum _{k=1}^{n}X_{k}\sim \operatorname {B} (n,p)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9730c0409afe30b7e4e7bb11b96b603f009e0766" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.005ex; width:16.906ex; height:6.843ex;" alt="{\displaystyle \sum _{k=1}^{n}X_{k}\sim \operatorname {B} (n,p)}"></span> (<a href="/wiki/Binomial_distribution" title="Binomial distribution">binomial distribution</a>).<sup id="cite_ref-:0_3-3" class="reference"><a href="#cite_note-:0-3"><span class="cite-bracket">[</span>3<span class="cite-bracket">]</span></a></sup></dd></dl></li></ul> <dl><dd>The Bernoulli distribution is simply <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \operatorname {B} (1,p)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi mathvariant="normal">B</mi> <mo>⁡<!-- --></mo> <mo stretchy="false">(</mo> <mn>1</mn> <mo>,</mo> <mi>p</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \operatorname {B} (1,p)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/2eafd0f412d2306dd475813cb9e3c30a5cc94796" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:6.821ex; height:2.843ex;" alt="{\displaystyle \operatorname {B} (1,p)}"></span>, also written as <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\textstyle \mathrm {Bernoulli} (p).}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="normal">B</mi> <mi mathvariant="normal">e</mi> <mi mathvariant="normal">r</mi> <mi mathvariant="normal">n</mi> <mi mathvariant="normal">o</mi> <mi mathvariant="normal">u</mi> <mi mathvariant="normal">l</mi> <mi mathvariant="normal">l</mi> <mi mathvariant="normal">i</mi> </mrow> <mo stretchy="false">(</mo> <mi>p</mi> <mo stretchy="false">)</mo> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\textstyle \mathrm {Bernoulli} (p).}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/592e13c9c99beb8a0eb5d27fc172e67036ad627d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:12.903ex; height:2.843ex;" alt="{\textstyle \mathrm {Bernoulli} (p).}"></span></dd></dl> <ul><li>The <a href="/wiki/Categorical_distribution" title="Categorical distribution">categorical distribution</a> is the generalization of the Bernoulli distribution for variables with any constant number of discrete values.</li> <li>The <a href="/wiki/Beta_distribution" title="Beta distribution">Beta distribution</a> is the <a href="/wiki/Conjugate_prior" title="Conjugate prior">conjugate prior</a> of the Bernoulli distribution.<sup id="cite_ref-5" class="reference"><a href="#cite_note-5"><span class="cite-bracket">[</span>5<span class="cite-bracket">]</span></a></sup></li> <li>The <a href="/wiki/Geometric_distribution" title="Geometric distribution">geometric distribution</a> models the number of independent and identical Bernoulli trials needed to get one success.</li> <li>If <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\textstyle Y\sim \mathrm {Bernoulli} \left({\frac {1}{2}}\right)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <mi>Y</mi> <mo>∼<!-- ∼ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="normal">B</mi> <mi mathvariant="normal">e</mi> <mi mathvariant="normal">r</mi> <mi mathvariant="normal">n</mi> <mi mathvariant="normal">o</mi> <mi mathvariant="normal">u</mi> <mi mathvariant="normal">l</mi> <mi mathvariant="normal">l</mi> <mi mathvariant="normal">i</mi> </mrow> <mrow> <mo>(</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mn>2</mn> </mfrac> </mrow> <mo>)</mo> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\textstyle Y\sim \mathrm {Bernoulli} \left({\frac {1}{2}}\right)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/0660062d1af4deddcd2c9b10bc04a3653b9cb6f8" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.171ex; width:18.324ex; height:3.509ex;" alt="{\textstyle Y\sim \mathrm {Bernoulli} \left({\frac {1}{2}}\right)}"></span>, then <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\textstyle 2Y-1}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <mn>2</mn> <mi>Y</mi> <mo>−<!-- − --></mo> <mn>1</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\textstyle 2Y-1}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/e984f0785c71c0d0fad165c0b9d3dc62aa4808f1" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.505ex; width:6.939ex; height:2.343ex;" alt="{\textstyle 2Y-1}"></span> has a <a href="/wiki/Rademacher_distribution" title="Rademacher distribution">Rademacher distribution</a>.</li></ul> <div class="mw-heading mw-heading2"><h2 id="See_also">See also</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Bernoulli_distribution&action=edit&section=10" title="Edit section: See also"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <ul><li><a href="/wiki/Bernoulli_process" title="Bernoulli process">Bernoulli process</a>, a <a href="/wiki/Random_process" class="mw-redirect" title="Random process">random process</a> consisting of a sequence of <a href="/wiki/Independence_(probability_theory)" title="Independence (probability theory)">independent</a> Bernoulli trials</li> <li><a href="/wiki/Bernoulli_sampling" title="Bernoulli sampling">Bernoulli sampling</a></li> <li><a href="/wiki/Binary_entropy_function" title="Binary entropy function">Binary entropy function</a></li> <li><a href="/wiki/Binary_decision_diagram" title="Binary decision diagram">Binary decision diagram</a></li></ul> <div class="mw-heading mw-heading2"><h2 id="References">References</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Bernoulli_distribution&action=edit&section=11" title="Edit section: References"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <style data-mw-deduplicate="TemplateStyles:r1239543626">.mw-parser-output .reflist{margin-bottom:0.5em;list-style-type:decimal}@media screen{.mw-parser-output .reflist{font-size:90%}}.mw-parser-output .reflist .references{font-size:100%;margin-bottom:0;list-style-type:inherit}.mw-parser-output .reflist-columns-2{column-width:30em}.mw-parser-output .reflist-columns-3{column-width:25em}.mw-parser-output .reflist-columns{margin-top:0.3em}.mw-parser-output .reflist-columns ol{margin-top:0}.mw-parser-output .reflist-columns li{page-break-inside:avoid;break-inside:avoid-column}.mw-parser-output .reflist-upper-alpha{list-style-type:upper-alpha}.mw-parser-output .reflist-upper-roman{list-style-type:upper-roman}.mw-parser-output .reflist-lower-alpha{list-style-type:lower-alpha}.mw-parser-output .reflist-lower-greek{list-style-type:lower-greek}.mw-parser-output .reflist-lower-roman{list-style-type:lower-roman}</style><div class="reflist"> <div class="mw-references-wrap"><ol class="references"> <li id="cite_note-1"><span class="mw-cite-backlink"><b><a href="#cite_ref-1">^</a></b></span> <span class="reference-text"><style data-mw-deduplicate="TemplateStyles:r1238218222">.mw-parser-output cite.citation{font-style:inherit;word-wrap:break-word}.mw-parser-output .citation q{quotes:"\"""\"""'""'"}.mw-parser-output .citation:target{background-color:rgba(0,127,255,0.133)}.mw-parser-output .id-lock-free.id-lock-free a{background:url("//upload.wikimedia.org/wikipedia/commons/6/65/Lock-green.svg")right 0.1em center/9px no-repeat}.mw-parser-output .id-lock-limited.id-lock-limited a,.mw-parser-output .id-lock-registration.id-lock-registration a{background:url("//upload.wikimedia.org/wikipedia/commons/d/d6/Lock-gray-alt-2.svg")right 0.1em center/9px no-repeat}.mw-parser-output .id-lock-subscription.id-lock-subscription a{background:url("//upload.wikimedia.org/wikipedia/commons/a/aa/Lock-red-alt-2.svg")right 0.1em center/9px no-repeat}.mw-parser-output .cs1-ws-icon a{background:url("//upload.wikimedia.org/wikipedia/commons/4/4c/Wikisource-logo.svg")right 0.1em center/12px no-repeat}body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-free a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-limited a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-registration a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-subscription a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .cs1-ws-icon a{background-size:contain;padding:0 1em 0 0}.mw-parser-output .cs1-code{color:inherit;background:inherit;border:none;padding:inherit}.mw-parser-output .cs1-hidden-error{display:none;color:var(--color-error,#d33)}.mw-parser-output .cs1-visible-error{color:var(--color-error,#d33)}.mw-parser-output .cs1-maint{display:none;color:#085;margin-left:0.3em}.mw-parser-output .cs1-kern-left{padding-left:0.2em}.mw-parser-output .cs1-kern-right{padding-right:0.2em}.mw-parser-output .citation .mw-selflink{font-weight:inherit}@media screen{.mw-parser-output .cs1-format{font-size:95%}html.skin-theme-clientpref-night .mw-parser-output .cs1-maint{color:#18911f}}@media screen and (prefers-color-scheme:dark){html.skin-theme-clientpref-os .mw-parser-output .cs1-maint{color:#18911f}}</style><cite id="CITEREFUspensky1937" class="citation book cs1">Uspensky, James Victor (1937). <i>Introduction to Mathematical Probability</i>. New York: McGraw-Hill. p. 45. <a href="/wiki/OCLC_(identifier)" class="mw-redirect" title="OCLC (identifier)">OCLC</a> <a rel="nofollow" class="external text" href="https://search.worldcat.org/oclc/996937">996937</a>.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&rft.genre=book&rft.btitle=Introduction+to+Mathematical+Probability&rft.place=New+York&rft.pages=45&rft.pub=McGraw-Hill&rft.date=1937&rft_id=info%3Aoclcnum%2F996937&rft.aulast=Uspensky&rft.aufirst=James+Victor&rfr_id=info%3Asid%2Fen.wikipedia.org%3ABernoulli+distribution" class="Z3988"></span></span> </li> <li id="cite_note-2"><span class="mw-cite-backlink"><b><a href="#cite_ref-2">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFDekkingKraaikampLopuhaäMeester2010" class="citation book cs1">Dekking, Frederik; Kraaikamp, Cornelis; Lopuhaä, Hendrik; Meester, Ludolf (9 October 2010). <i>A Modern Introduction to Probability and Statistics</i> (1 ed.). Springer London. pp. 43–48. <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a> <a href="/wiki/Special:BookSources/9781849969529" title="Special:BookSources/9781849969529"><bdi>9781849969529</bdi></a>.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&rft.genre=book&rft.btitle=A+Modern+Introduction+to+Probability+and+Statistics&rft.pages=43-48&rft.edition=1&rft.pub=Springer+London&rft.date=2010-10-09&rft.isbn=9781849969529&rft.aulast=Dekking&rft.aufirst=Frederik&rft.au=Kraaikamp%2C+Cornelis&rft.au=Lopuha%C3%A4%2C+Hendrik&rft.au=Meester%2C+Ludolf&rfr_id=info%3Asid%2Fen.wikipedia.org%3ABernoulli+distribution" class="Z3988"></span></span> </li> <li id="cite_note-:0-3"><span class="mw-cite-backlink">^ <a href="#cite_ref-:0_3-0"><sup><i><b>a</b></i></sup></a> <a href="#cite_ref-:0_3-1"><sup><i><b>b</b></i></sup></a> <a href="#cite_ref-:0_3-2"><sup><i><b>c</b></i></sup></a> <a href="#cite_ref-:0_3-3"><sup><i><b>d</b></i></sup></a></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFBertsekas2002" class="citation book cs1"><a href="/wiki/Dimitri_Bertsekas" title="Dimitri Bertsekas">Bertsekas, Dimitri P.</a> (2002). <i>Introduction to Probability</i>. <a href="/wiki/John_Tsitsiklis" title="John Tsitsiklis">Tsitsiklis, John N.</a>, Τσιτσικλής, Γιάννης Ν. Belmont, Mass.: Athena Scientific. <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a> <a href="/wiki/Special:BookSources/188652940X" title="Special:BookSources/188652940X"><bdi>188652940X</bdi></a>. <a href="/wiki/OCLC_(identifier)" class="mw-redirect" title="OCLC (identifier)">OCLC</a> <a rel="nofollow" class="external text" href="https://search.worldcat.org/oclc/51441829">51441829</a>.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&rft.genre=book&rft.btitle=Introduction+to+Probability&rft.place=Belmont%2C+Mass.&rft.pub=Athena+Scientific&rft.date=2002&rft_id=info%3Aoclcnum%2F51441829&rft.isbn=188652940X&rft.aulast=Bertsekas&rft.aufirst=Dimitri+P.&rfr_id=info%3Asid%2Fen.wikipedia.org%3ABernoulli+distribution" class="Z3988"></span></span> </li> <li id="cite_note-McCullagh1989Ch422-4"><span class="mw-cite-backlink"><b><a href="#cite_ref-McCullagh1989Ch422_4-0">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="McCullagh1989" class="citation book cs1"><a href="/wiki/Peter_McCullagh" title="Peter McCullagh">McCullagh, Peter</a>; <a href="/wiki/John_Nelder" title="John Nelder">Nelder, John</a> (1989). <i>Generalized Linear Models, Second Edition</i>. Boca Raton: Chapman and Hall/CRC. Section 4.2.2. <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a> <a href="/wiki/Special:BookSources/0-412-31760-5" title="Special:BookSources/0-412-31760-5"><bdi>0-412-31760-5</bdi></a>.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&rft.genre=book&rft.btitle=Generalized+Linear+Models%2C+Second+Edition&rft.pages=Section+4.2.2&rft.pub=Boca+Raton%3A+Chapman+and+Hall%2FCRC&rft.date=1989&rft.isbn=0-412-31760-5&rft.aulast=McCullagh&rft.aufirst=Peter&rft.au=Nelder%2C+John&rfr_id=info%3Asid%2Fen.wikipedia.org%3ABernoulli+distribution" class="Z3988"></span></span> </li> <li id="cite_note-5"><span class="mw-cite-backlink"><b><a href="#cite_ref-5">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFOrloffBloom" class="citation web cs1">Orloff, Jeremy; Bloom, Jonathan. <a rel="nofollow" class="external text" href="https://math.mit.edu/~dav/05.dir/class15-prep.pdf">"Conjugate priors: Beta and normal"</a> <span class="cs1-format">(PDF)</span>. <i>math.mit.edu</i><span class="reference-accessdate">. Retrieved <span class="nowrap">October 20,</span> 2023</span>.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=unknown&rft.jtitle=math.mit.edu&rft.atitle=Conjugate+priors%3A+Beta+and+normal&rft.aulast=Orloff&rft.aufirst=Jeremy&rft.au=Bloom%2C+Jonathan&rft_id=https%3A%2F%2Fmath.mit.edu%2F~dav%2F05.dir%2Fclass15-prep.pdf&rfr_id=info%3Asid%2Fen.wikipedia.org%3ABernoulli+distribution" class="Z3988"></span></span> </li> </ol></div></div> <div class="mw-heading mw-heading2"><h2 id="Further_reading">Further reading</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Bernoulli_distribution&action=edit&section=12" title="Edit section: Further reading"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <ul><li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFJohnsonKotzKemp1993" class="citation book cs1">Johnson, N. L.; Kotz, S.; Kemp, A. (1993). <i>Univariate Discrete Distributions</i> (2nd ed.). Wiley. <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a> <a href="/wiki/Special:BookSources/0-471-54897-9" title="Special:BookSources/0-471-54897-9"><bdi>0-471-54897-9</bdi></a>.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&rft.genre=book&rft.btitle=Univariate+Discrete+Distributions&rft.edition=2nd&rft.pub=Wiley&rft.date=1993&rft.isbn=0-471-54897-9&rft.aulast=Johnson&rft.aufirst=N.+L.&rft.au=Kotz%2C+S.&rft.au=Kemp%2C+A.&rfr_id=info%3Asid%2Fen.wikipedia.org%3ABernoulli+distribution" class="Z3988"></span></li> <li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFPeatman1963" class="citation book cs1">Peatman, John G. (1963). <i>Introduction to Applied Statistics</i>. New York: Harper & Row. pp. 162–171.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&rft.genre=book&rft.btitle=Introduction+to+Applied+Statistics&rft.place=New+York&rft.pages=162-171&rft.pub=Harper+%26+Row&rft.date=1963&rft.aulast=Peatman&rft.aufirst=John+G.&rfr_id=info%3Asid%2Fen.wikipedia.org%3ABernoulli+distribution" class="Z3988"></span></li></ul> <div class="mw-heading mw-heading2"><h2 id="External_links">External links</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Bernoulli_distribution&action=edit&section=13" title="Edit section: External links"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <style data-mw-deduplicate="TemplateStyles:r1235681985">.mw-parser-output .side-box{margin:4px 0;box-sizing:border-box;border:1px solid #aaa;font-size:88%;line-height:1.25em;background-color:var(--background-color-interactive-subtle,#f8f9fa);display:flow-root}.mw-parser-output .side-box-abovebelow,.mw-parser-output .side-box-text{padding:0.25em 0.9em}.mw-parser-output .side-box-image{padding:2px 0 2px 0.9em;text-align:center}.mw-parser-output .side-box-imageright{padding:2px 0.9em 2px 0;text-align:center}@media(min-width:500px){.mw-parser-output .side-box-flex{display:flex;align-items:center}.mw-parser-output .side-box-text{flex:1;min-width:0}}@media(min-width:720px){.mw-parser-output .side-box{width:238px}.mw-parser-output .side-box-right{clear:right;float:right;margin-left:1em}.mw-parser-output .side-box-left{margin-right:1em}}</style><style data-mw-deduplicate="TemplateStyles:r1237033735">@media print{body.ns-0 .mw-parser-output .sistersitebox{display:none!important}}@media screen{html.skin-theme-clientpref-night .mw-parser-output .sistersitebox img[src*="Wiktionary-logo-en-v2.svg"]{background-color:white}}@media screen and (prefers-color-scheme:dark){html.skin-theme-clientpref-os .mw-parser-output .sistersitebox img[src*="Wiktionary-logo-en-v2.svg"]{background-color:white}}</style><div class="side-box side-box-right plainlinks sistersitebox"><style data-mw-deduplicate="TemplateStyles:r1126788409">.mw-parser-output .plainlist ol,.mw-parser-output .plainlist ul{line-height:inherit;list-style:none;margin:0;padding:0}.mw-parser-output .plainlist ol li,.mw-parser-output .plainlist ul li{margin-bottom:0}</style> <div class="side-box-flex"> <div class="side-box-image"><span class="noviewer" typeof="mw:File"><span><img alt="" src="//upload.wikimedia.org/wikipedia/en/thumb/4/4a/Commons-logo.svg/30px-Commons-logo.svg.png" decoding="async" width="30" height="40" class="mw-file-element" srcset="//upload.wikimedia.org/wikipedia/en/thumb/4/4a/Commons-logo.svg/45px-Commons-logo.svg.png 1.5x, //upload.wikimedia.org/wikipedia/en/thumb/4/4a/Commons-logo.svg/59px-Commons-logo.svg.png 2x" data-file-width="1024" data-file-height="1376" /></span></span></div> <div class="side-box-text plainlist">Wikimedia Commons has media related to <span style="font-weight: bold; font-style: italic;"><a href="https://commons.wikimedia.org/wiki/Category:Bernoulli_distribution" class="extiw" title="commons:Category:Bernoulli distribution">Bernoulli distribution</a></span>.</div></div> </div> <ul><li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite class="citation cs2"><a rel="nofollow" class="external text" href="https://www.encyclopediaofmath.org/index.php?title=Binomial_distribution">"Binomial distribution"</a>, <i><a href="/wiki/Encyclopedia_of_Mathematics" title="Encyclopedia of Mathematics">Encyclopedia of Mathematics</a></i>, <a href="/wiki/European_Mathematical_Society" title="European Mathematical Society">EMS Press</a>, 2001 [1994]</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&rft.genre=bookitem&rft.atitle=Binomial+distribution&rft.btitle=Encyclopedia+of+Mathematics&rft.pub=EMS+Press&rft.date=2001&rft_id=https%3A%2F%2Fwww.encyclopediaofmath.org%2Findex.php%3Ftitle%3DBinomial_distribution&rfr_id=info%3Asid%2Fen.wikipedia.org%3ABernoulli+distribution" class="Z3988"></span>.</li> <li><span class="citation mathworld" id="Reference-Mathworld-Bernoulli_Distribution"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFWeisstein" class="citation web cs1"><a href="/wiki/Eric_W._Weisstein" title="Eric W. Weisstein">Weisstein, Eric W.</a> <a rel="nofollow" class="external text" href="https://mathworld.wolfram.com/BernoulliDistribution.html">"Bernoulli Distribution"</a>. <i><a href="/wiki/MathWorld" title="MathWorld">MathWorld</a></i>.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=unknown&rft.jtitle=MathWorld&rft.atitle=Bernoulli+Distribution&rft.au=Weisstein%2C+Eric+W.&rft_id=https%3A%2F%2Fmathworld.wolfram.com%2FBernoulliDistribution.html&rfr_id=info%3Asid%2Fen.wikipedia.org%3ABernoulli+distribution" class="Z3988"></span></span></li> <li>Interactive graphic: <a rel="nofollow" class="external text" href="http://www.math.wm.edu/~leemis/chart/UDR/UDR.html">Univariate Distribution Relationships</a>.</li></ul> <div class="navbox-styles"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1129693374"><style data-mw-deduplicate="TemplateStyles:r1236075235">.mw-parser-output .navbox{box-sizing:border-box;border:1px solid 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.navbox{display:none!important}}</style><style data-mw-deduplicate="TemplateStyles:r886047488">.mw-parser-output .nobold{font-weight:normal}</style><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r886047488"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r886047488"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r886047488"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r886047488"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r886047488"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r886047488"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r886047488"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r886047488"></div><div role="navigation" class="navbox" aria-labelledby="Probability_distributions_(list)" style="padding:3px"><table class="nowraplinks hlist mw-collapsible autocollapse navbox-inner" style="border-spacing:0;background:transparent;color:inherit"><tbody><tr><th scope="col" class="navbox-title" colspan="2"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1129693374"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1239400231"><div class="navbar plainlinks hlist navbar-mini"><ul><li class="nv-view"><a href="/wiki/Template:Probability_distributions" title="Template:Probability distributions"><abbr title="View this template">v</abbr></a></li><li class="nv-talk"><a href="/wiki/Template_talk:Probability_distributions" title="Template talk:Probability distributions"><abbr title="Discuss this template">t</abbr></a></li><li class="nv-edit"><a href="/wiki/Special:EditPage/Template:Probability_distributions" title="Special:EditPage/Template:Probability distributions"><abbr title="Edit this template">e</abbr></a></li></ul></div><div id="Probability_distributions_(list)" style="font-size:114%;margin:0 4em"><a href="/wiki/Probability_distribution" title="Probability distribution">Probability distributions</a> (<a href="/wiki/List_of_probability_distributions" title="List of probability distributions">list</a>)</div></th></tr><tr><th scope="row" class="navbox-group" style="width:1%">Discrete <br />univariate</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:1%">with finite <br />support</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Benford%27s_law" title="Benford's law">Benford</a></li> <li><a class="mw-selflink selflink">Bernoulli</a></li> <li><a href="/wiki/Beta-binomial_distribution" title="Beta-binomial distribution">Beta-binomial</a></li> <li><a href="/wiki/Binomial_distribution" title="Binomial distribution">Binomial</a></li> <li><a href="/wiki/Categorical_distribution" title="Categorical distribution">Categorical</a></li> <li><a href="/wiki/Hypergeometric_distribution" title="Hypergeometric distribution">Hypergeometric</a> <ul><li><a href="/wiki/Negative_hypergeometric_distribution" title="Negative hypergeometric distribution">Negative</a></li></ul></li> <li><a href="/wiki/Poisson_binomial_distribution" title="Poisson binomial distribution">Poisson binomial</a></li> <li><a href="/wiki/Rademacher_distribution" title="Rademacher distribution">Rademacher</a></li> <li><a href="/wiki/Soliton_distribution" title="Soliton distribution">Soliton</a></li> <li><a href="/wiki/Discrete_uniform_distribution" title="Discrete uniform distribution">Discrete uniform</a></li> <li><a href="/wiki/Zipf%27s_law" title="Zipf's law">Zipf</a></li> <li><a href="/wiki/Zipf%E2%80%93Mandelbrot_law" title="Zipf–Mandelbrot law">Zipf–Mandelbrot</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">with infinite <br />support</th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Beta_negative_binomial_distribution" title="Beta negative binomial distribution">Beta negative binomial</a></li> <li><a href="/wiki/Borel_distribution" title="Borel distribution">Borel</a></li> <li><a href="/wiki/Conway%E2%80%93Maxwell%E2%80%93Poisson_distribution" title="Conway–Maxwell–Poisson distribution">Conway–Maxwell–Poisson</a></li> <li><a href="/wiki/Discrete_phase-type_distribution" title="Discrete phase-type distribution">Discrete phase-type</a></li> <li><a href="/wiki/Delaporte_distribution" title="Delaporte distribution">Delaporte</a></li> <li><a href="/wiki/Extended_negative_binomial_distribution" title="Extended negative binomial distribution">Extended negative binomial</a></li> <li><a href="/wiki/Flory%E2%80%93Schulz_distribution" title="Flory–Schulz distribution">Flory–Schulz</a></li> <li><a href="/wiki/Gauss%E2%80%93Kuzmin_distribution" title="Gauss–Kuzmin distribution">Gauss–Kuzmin</a></li> <li><a href="/wiki/Geometric_distribution" title="Geometric distribution">Geometric</a></li> <li><a href="/wiki/Logarithmic_distribution" title="Logarithmic distribution">Logarithmic</a></li> <li><a href="/wiki/Mixed_Poisson_distribution" title="Mixed Poisson distribution">Mixed Poisson</a></li> <li><a href="/wiki/Negative_binomial_distribution" title="Negative binomial distribution">Negative binomial</a></li> <li><a href="/wiki/(a,b,0)_class_of_distributions" title="(a,b,0) class of distributions">Panjer</a></li> <li><a href="/wiki/Parabolic_fractal_distribution" title="Parabolic fractal distribution">Parabolic fractal</a></li> <li><a href="/wiki/Poisson_distribution" title="Poisson distribution">Poisson</a></li> <li><a href="/wiki/Skellam_distribution" title="Skellam distribution">Skellam</a></li> <li><a href="/wiki/Yule%E2%80%93Simon_distribution" title="Yule–Simon distribution">Yule–Simon</a></li> <li><a href="/wiki/Zeta_distribution" title="Zeta distribution">Zeta</a></li></ul> </div></td></tr></tbody></table><div></div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">Continuous <br />univariate</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:1%">supported on a <br />bounded interval</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Arcsine_distribution" title="Arcsine distribution">Arcsine</a></li> <li><a href="/wiki/ARGUS_distribution" title="ARGUS distribution">ARGUS</a></li> <li><a href="/wiki/Balding%E2%80%93Nichols_model" title="Balding–Nichols model">Balding–Nichols</a></li> <li><a href="/wiki/Bates_distribution" title="Bates distribution">Bates</a></li> <li><a href="/wiki/Beta_distribution" title="Beta distribution">Beta</a> <ul><li><a href="/wiki/Generalized_beta_distribution" title="Generalized beta distribution">Generalized</a></li></ul></li> <li><a href="/wiki/Beta_rectangular_distribution" title="Beta rectangular distribution">Beta rectangular</a></li> <li><a href="/wiki/Continuous_Bernoulli_distribution" title="Continuous Bernoulli distribution">Continuous Bernoulli</a></li> <li><a href="/wiki/Irwin%E2%80%93Hall_distribution" title="Irwin–Hall distribution">Irwin–Hall</a></li> <li><a href="/wiki/Kumaraswamy_distribution" title="Kumaraswamy distribution">Kumaraswamy</a></li> <li><a href="/wiki/Logit-normal_distribution" title="Logit-normal distribution">Logit-normal</a></li> <li><a href="/wiki/Noncentral_beta_distribution" title="Noncentral beta distribution">Noncentral beta</a></li> <li><a href="/wiki/PERT_distribution" title="PERT distribution">PERT</a></li> <li><a href="/wiki/Raised_cosine_distribution" title="Raised cosine distribution">Raised cosine</a></li> <li><a href="/wiki/Reciprocal_distribution" title="Reciprocal distribution">Reciprocal</a></li> <li><a href="/wiki/Triangular_distribution" title="Triangular distribution">Triangular</a></li> <li><a href="/wiki/U-quadratic_distribution" title="U-quadratic distribution">U-quadratic</a></li> <li><a href="/wiki/Continuous_uniform_distribution" title="Continuous uniform distribution">Uniform</a></li> <li><a href="/wiki/Wigner_semicircle_distribution" title="Wigner semicircle distribution">Wigner semicircle</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">supported on a <br />semi-infinite <br />interval</th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Benini_distribution" title="Benini distribution">Benini</a></li> <li><a href="/wiki/Benktander_type_I_distribution" title="Benktander type I distribution">Benktander 1st kind</a></li> <li><a href="/wiki/Benktander_type_II_distribution" title="Benktander type II distribution">Benktander 2nd kind</a></li> <li><a href="/wiki/Beta_prime_distribution" title="Beta prime distribution">Beta prime</a></li> <li><a href="/wiki/Burr_distribution" title="Burr distribution">Burr</a></li> <li><a href="/wiki/Chi_distribution" title="Chi distribution">Chi</a></li> <li><a href="/wiki/Chi-squared_distribution" title="Chi-squared distribution">Chi-squared</a> <ul><li><a href="/wiki/Noncentral_chi-squared_distribution" title="Noncentral chi-squared distribution">Noncentral</a></li> <li><a href="/wiki/Inverse-chi-squared_distribution" title="Inverse-chi-squared distribution">Inverse</a> <ul><li><a href="/wiki/Scaled_inverse_chi-squared_distribution" title="Scaled inverse chi-squared distribution">Scaled</a></li></ul></li></ul></li> <li><a href="/wiki/Dagum_distribution" title="Dagum distribution">Dagum</a></li> <li><a href="/wiki/Davis_distribution" title="Davis distribution">Davis</a></li> <li><a href="/wiki/Erlang_distribution" title="Erlang distribution">Erlang</a> <ul><li><a href="/wiki/Hyper-Erlang_distribution" title="Hyper-Erlang distribution">Hyper</a></li></ul></li> <li><a href="/wiki/Exponential_distribution" title="Exponential distribution">Exponential</a> <ul><li><a href="/wiki/Hyperexponential_distribution" title="Hyperexponential distribution">Hyperexponential</a></li> <li><a href="/wiki/Hypoexponential_distribution" title="Hypoexponential distribution">Hypoexponential</a></li> <li><a href="/wiki/Exponential-logarithmic_distribution" title="Exponential-logarithmic distribution">Logarithmic</a></li></ul></li> <li><a href="/wiki/F-distribution" title="F-distribution"><i>F</i></a> <ul><li><a href="/wiki/Noncentral_F-distribution" title="Noncentral F-distribution">Noncentral</a></li></ul></li> <li><a href="/wiki/Folded_normal_distribution" title="Folded normal distribution">Folded normal</a></li> <li><a href="/wiki/Fr%C3%A9chet_distribution" title="Fréchet distribution">Fréchet</a></li> <li><a href="/wiki/Gamma_distribution" title="Gamma distribution">Gamma</a> <ul><li><a href="/wiki/Generalized_gamma_distribution" title="Generalized gamma distribution">Generalized</a></li> <li><a href="/wiki/Inverse-gamma_distribution" title="Inverse-gamma distribution">Inverse</a></li></ul></li> <li><a href="/wiki/Gamma/Gompertz_distribution" title="Gamma/Gompertz distribution">gamma/Gompertz</a></li> <li><a href="/wiki/Gompertz_distribution" title="Gompertz distribution">Gompertz</a> <ul><li><a href="/wiki/Shifted_Gompertz_distribution" title="Shifted Gompertz distribution">Shifted</a></li></ul></li> <li><a href="/wiki/Half-logistic_distribution" title="Half-logistic distribution">Half-logistic</a></li> <li><a href="/wiki/Half-normal_distribution" title="Half-normal distribution">Half-normal</a></li> <li><a href="/wiki/Hotelling%27s_T-squared_distribution" title="Hotelling's T-squared distribution">Hotelling's <i>T</i>-squared</a></li> <li><a href="/wiki/Inverse_Gaussian_distribution" title="Inverse Gaussian distribution">Inverse Gaussian</a> <ul><li><a href="/wiki/Generalized_inverse_Gaussian_distribution" title="Generalized inverse Gaussian distribution">Generalized</a></li></ul></li> <li><a href="/wiki/Kolmogorov%E2%80%93Smirnov_test" title="Kolmogorov–Smirnov test">Kolmogorov</a></li> <li><a href="/wiki/L%C3%A9vy_distribution" title="Lévy distribution">Lévy</a></li> <li><a href="/wiki/Log-Cauchy_distribution" title="Log-Cauchy distribution">Log-Cauchy</a></li> <li><a href="/wiki/Log-Laplace_distribution" title="Log-Laplace distribution">Log-Laplace</a></li> <li><a href="/wiki/Log-logistic_distribution" title="Log-logistic distribution">Log-logistic</a></li> <li><a href="/wiki/Log-normal_distribution" title="Log-normal distribution">Log-normal</a></li> <li><a href="/wiki/Log-t_distribution" title="Log-t distribution">Log-t</a></li> <li><a href="/wiki/Lomax_distribution" title="Lomax distribution">Lomax</a></li> <li><a href="/wiki/Matrix-exponential_distribution" title="Matrix-exponential distribution">Matrix-exponential</a></li> <li><a href="/wiki/Maxwell%E2%80%93Boltzmann_distribution" title="Maxwell–Boltzmann distribution">Maxwell–Boltzmann</a></li> <li><a href="/wiki/Maxwell%E2%80%93J%C3%BCttner_distribution" title="Maxwell–Jüttner distribution">Maxwell–Jüttner</a></li> <li><a href="/wiki/Mittag-Leffler_distribution" title="Mittag-Leffler distribution">Mittag-Leffler</a></li> <li><a href="/wiki/Nakagami_distribution" title="Nakagami distribution">Nakagami</a></li> <li><a href="/wiki/Pareto_distribution" title="Pareto distribution">Pareto</a></li> <li><a href="/wiki/Phase-type_distribution" title="Phase-type distribution">Phase-type</a></li> <li><a href="/wiki/Poly-Weibull_distribution" title="Poly-Weibull distribution">Poly-Weibull</a></li> <li><a href="/wiki/Rayleigh_distribution" title="Rayleigh distribution">Rayleigh</a></li> <li><a href="/wiki/Relativistic_Breit%E2%80%93Wigner_distribution" title="Relativistic Breit–Wigner distribution">Relativistic Breit–Wigner</a></li> <li><a href="/wiki/Rice_distribution" title="Rice distribution">Rice</a></li> <li><a href="/wiki/Truncated_normal_distribution" title="Truncated normal distribution">Truncated normal</a></li> <li><a href="/wiki/Type-2_Gumbel_distribution" title="Type-2 Gumbel distribution">type-2 Gumbel</a></li> <li><a href="/wiki/Weibull_distribution" title="Weibull distribution">Weibull</a> <ul><li><a href="/wiki/Discrete_Weibull_distribution" title="Discrete Weibull distribution">Discrete</a></li></ul></li> <li><a href="/wiki/Wilks%27s_lambda_distribution" title="Wilks's lambda distribution">Wilks's lambda</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">supported <br />on the whole <br />real line</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Cauchy_distribution" title="Cauchy distribution">Cauchy</a></li> <li><a href="/wiki/Generalized_normal_distribution#Version_1" title="Generalized normal distribution">Exponential power</a></li> <li><a href="/wiki/Fisher%27s_z-distribution" title="Fisher's z-distribution">Fisher's <i>z</i></a></li> <li><a href="/wiki/Kaniadakis_Gaussian_distribution" title="Kaniadakis Gaussian distribution">Kaniadakis κ-Gaussian</a></li> <li><a href="/wiki/Gaussian_q-distribution" title="Gaussian q-distribution">Gaussian <i>q</i></a></li> <li><a href="/wiki/Generalized_normal_distribution" title="Generalized normal distribution">Generalized normal</a></li> <li><a href="/wiki/Generalised_hyperbolic_distribution" title="Generalised hyperbolic distribution">Generalized hyperbolic</a></li> <li><a href="/wiki/Geometric_stable_distribution" title="Geometric stable distribution">Geometric stable</a></li> <li><a href="/wiki/Gumbel_distribution" title="Gumbel distribution">Gumbel</a></li> <li><a href="/wiki/Holtsmark_distribution" title="Holtsmark distribution">Holtsmark</a></li> <li><a href="/wiki/Hyperbolic_secant_distribution" title="Hyperbolic secant distribution">Hyperbolic secant</a></li> <li><a href="/wiki/Johnson%27s_SU-distribution" title="Johnson's SU-distribution">Johnson's <i>S<sub>U</sub></i></a></li> <li><a href="/wiki/Landau_distribution" title="Landau distribution">Landau</a></li> <li><a href="/wiki/Laplace_distribution" title="Laplace distribution">Laplace</a> <ul><li><a href="/wiki/Asymmetric_Laplace_distribution" title="Asymmetric Laplace distribution">Asymmetric</a></li></ul></li> <li><a href="/wiki/Logistic_distribution" title="Logistic distribution">Logistic</a></li> <li><a href="/wiki/Noncentral_t-distribution" title="Noncentral t-distribution">Noncentral <i>t</i></a></li> <li><a href="/wiki/Normal_distribution" title="Normal distribution">Normal (Gaussian)</a></li> <li><a href="/wiki/Normal-inverse_Gaussian_distribution" title="Normal-inverse Gaussian distribution">Normal-inverse Gaussian</a></li> <li><a href="/wiki/Skew_normal_distribution" title="Skew normal distribution">Skew normal</a></li> <li><a href="/wiki/Slash_distribution" title="Slash distribution">Slash</a></li> <li><a href="/wiki/Stable_distribution" title="Stable distribution">Stable</a></li> <li><a href="/wiki/Student%27s_t-distribution" title="Student's t-distribution">Student's <i>t</i></a></li> <li><a href="/wiki/Tracy%E2%80%93Widom_distribution" title="Tracy–Widom distribution">Tracy–Widom</a></li> <li><a href="/wiki/Variance-gamma_distribution" title="Variance-gamma distribution">Variance-gamma</a></li> <li><a href="/wiki/Voigt_profile" title="Voigt profile">Voigt</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">with support <br />whose type varies</th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Generalized_chi-squared_distribution" title="Generalized chi-squared distribution">Generalized chi-squared</a></li> <li><a href="/wiki/Generalized_extreme_value_distribution" title="Generalized extreme value distribution">Generalized extreme value</a></li> <li><a href="/wiki/Generalized_Pareto_distribution" title="Generalized Pareto distribution">Generalized Pareto</a></li> <li><a href="/wiki/Marchenko%E2%80%93Pastur_distribution" title="Marchenko–Pastur distribution">Marchenko–Pastur</a></li> <li><a href="/wiki/Kaniadakis_Exponential_distribution" class="mw-redirect" title="Kaniadakis Exponential distribution">Kaniadakis <i>κ</i>-exponential</a></li> <li><a href="/wiki/Kaniadakis_Gamma_distribution" title="Kaniadakis Gamma distribution">Kaniadakis <i>κ</i>-Gamma</a></li> <li><a href="/wiki/Kaniadakis_Weibull_distribution" title="Kaniadakis Weibull distribution">Kaniadakis <i>κ</i>-Weibull</a></li> <li><a href="/wiki/Kaniadakis_Logistic_distribution" class="mw-redirect" title="Kaniadakis Logistic distribution">Kaniadakis <i>κ</i>-Logistic</a></li> <li><a href="/wiki/Kaniadakis_Erlang_distribution" title="Kaniadakis Erlang distribution">Kaniadakis <i>κ</i>-Erlang</a></li> <li><a href="/wiki/Q-exponential_distribution" title="Q-exponential distribution"><i>q</i>-exponential</a></li> <li><a href="/wiki/Q-Gaussian_distribution" title="Q-Gaussian distribution"><i>q</i>-Gaussian</a></li> <li><a href="/wiki/Q-Weibull_distribution" title="Q-Weibull distribution"><i>q</i>-Weibull</a></li> <li><a href="/wiki/Shifted_log-logistic_distribution" title="Shifted log-logistic distribution">Shifted log-logistic</a></li> <li><a href="/wiki/Tukey_lambda_distribution" title="Tukey lambda distribution">Tukey lambda</a></li></ul> </div></td></tr></tbody></table><div></div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">Mixed <br />univariate</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:1%">continuous-<br />discrete</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Rectified_Gaussian_distribution" title="Rectified Gaussian distribution">Rectified Gaussian</a></li></ul> </div></td></tr></tbody></table><div></div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%"><a href="/wiki/Joint_probability_distribution" title="Joint probability distribution">Multivariate <br />(joint)</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><span class="nobold"><i>Discrete: </i></span></li> <li><a href="/wiki/Ewens%27s_sampling_formula" title="Ewens's sampling formula">Ewens</a></li> <li><a href="/wiki/Multinomial_distribution" title="Multinomial distribution">Multinomial</a> <ul><li><a href="/wiki/Dirichlet-multinomial_distribution" title="Dirichlet-multinomial distribution">Dirichlet</a></li> <li><a href="/wiki/Negative_multinomial_distribution" title="Negative multinomial distribution">Negative</a></li></ul></li> <li><span class="nobold"><i>Continuous: </i></span></li> <li><a href="/wiki/Dirichlet_distribution" title="Dirichlet distribution">Dirichlet</a> <ul><li><a href="/wiki/Generalized_Dirichlet_distribution" title="Generalized Dirichlet distribution">Generalized</a></li></ul></li> <li><a href="/wiki/Multivariate_Laplace_distribution" title="Multivariate Laplace distribution">Multivariate Laplace</a></li> <li><a href="/wiki/Multivariate_normal_distribution" title="Multivariate normal distribution">Multivariate normal</a></li> <li><a href="/wiki/Multivariate_stable_distribution" title="Multivariate stable distribution">Multivariate stable</a></li> <li><a href="/wiki/Multivariate_t-distribution" title="Multivariate t-distribution">Multivariate <i>t</i></a></li> <li><a href="/wiki/Normal-gamma_distribution" title="Normal-gamma distribution">Normal-gamma</a> <ul><li><a href="/wiki/Normal-inverse-gamma_distribution" title="Normal-inverse-gamma distribution">Inverse</a></li></ul></li> <li><span class="nobold"><i><a href="/wiki/Random_matrix" title="Random matrix">Matrix-valued: </a></i></span></li> <li><a href="/wiki/Lewandowski-Kurowicka-Joe_distribution" title="Lewandowski-Kurowicka-Joe distribution">LKJ</a></li> <li><a href="/wiki/Matrix_normal_distribution" title="Matrix normal distribution">Matrix normal</a></li> <li><a href="/wiki/Matrix_t-distribution" title="Matrix t-distribution">Matrix <i>t</i></a></li> <li><a href="/wiki/Matrix_gamma_distribution" title="Matrix gamma distribution">Matrix gamma</a> <ul><li><a href="/wiki/Inverse_matrix_gamma_distribution" title="Inverse matrix gamma distribution">Inverse</a></li></ul></li> <li><a href="/wiki/Wishart_distribution" title="Wishart distribution">Wishart</a> <ul><li><a href="/wiki/Normal-Wishart_distribution" title="Normal-Wishart distribution">Normal</a></li> <li><a href="/wiki/Inverse-Wishart_distribution" title="Inverse-Wishart distribution">Inverse</a></li> <li><a href="/wiki/Normal-inverse-Wishart_distribution" title="Normal-inverse-Wishart distribution">Normal-inverse</a></li> <li><a href="/wiki/Complex_Wishart_distribution" title="Complex Wishart distribution">Complex</a></li></ul></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%"><a href="/wiki/Directional_statistics" title="Directional statistics">Directional</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <dl><dt><span class="nobold"><i>Univariate (circular) <a href="/wiki/Directional_statistics" title="Directional statistics">directional</a></i></span></dt> <dd><a href="/wiki/Circular_uniform_distribution" title="Circular uniform distribution">Circular uniform</a></dd> <dd><a href="/wiki/Von_Mises_distribution" title="Von Mises distribution">Univariate von Mises</a></dd> <dd><a href="/wiki/Wrapped_normal_distribution" title="Wrapped normal distribution">Wrapped normal</a></dd> <dd><a href="/wiki/Wrapped_Cauchy_distribution" title="Wrapped Cauchy distribution">Wrapped Cauchy</a></dd> <dd><a href="/wiki/Wrapped_exponential_distribution" title="Wrapped exponential distribution">Wrapped exponential</a></dd> <dd><a href="/wiki/Wrapped_asymmetric_Laplace_distribution" title="Wrapped asymmetric Laplace distribution">Wrapped asymmetric Laplace</a></dd> <dd><a href="/wiki/Wrapped_L%C3%A9vy_distribution" title="Wrapped Lévy distribution">Wrapped Lévy</a></dd> <dt><span class="nobold"><i>Bivariate (spherical)</i></span></dt> <dd><a href="/wiki/Kent_distribution" title="Kent distribution">Kent</a></dd> <dt><span class="nobold"><i>Bivariate (toroidal)</i></span></dt> <dd><a href="/wiki/Bivariate_von_Mises_distribution" title="Bivariate von Mises distribution">Bivariate von Mises</a></dd> <dt><span class="nobold"><i>Multivariate</i></span></dt> <dd><a href="/wiki/Von_Mises%E2%80%93Fisher_distribution" title="Von Mises–Fisher distribution">von Mises–Fisher</a></dd> <dd><a href="/wiki/Bingham_distribution" title="Bingham distribution">Bingham</a></dd></dl> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%"><a href="/wiki/Degenerate_distribution" title="Degenerate distribution">Degenerate</a> <br />and <a href="/wiki/Singular_distribution" title="Singular distribution">singular</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <dl><dt><span class="nobold"><i>Degenerate</i></span></dt> <dd><a href="/wiki/Dirac_delta_function" title="Dirac delta function">Dirac delta function</a></dd> <dt><span class="nobold"><i>Singular</i></span></dt> <dd><a href="/wiki/Cantor_distribution" title="Cantor distribution">Cantor</a></dd></dl> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">Families</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Circular_distribution" title="Circular distribution">Circular</a></li> <li><a href="/wiki/Compound_Poisson_distribution" title="Compound Poisson distribution">Compound Poisson</a></li> <li><a href="/wiki/Elliptical_distribution" title="Elliptical distribution">Elliptical</a></li> <li><a href="/wiki/Exponential_family" title="Exponential family">Exponential</a></li> <li><a href="/wiki/Natural_exponential_family" title="Natural exponential family">Natural exponential</a></li> <li><a href="/wiki/Location%E2%80%93scale_family" title="Location–scale family">Location–scale</a></li> <li><a href="/wiki/Maximum_entropy_probability_distribution" title="Maximum entropy probability distribution">Maximum entropy</a></li> <li><a href="/wiki/Mixture_distribution" title="Mixture distribution">Mixture</a></li> <li><a href="/wiki/Pearson_distribution" title="Pearson distribution">Pearson</a></li> <li><a href="/wiki/Tweedie_distribution" title="Tweedie distribution">Tweedie</a></li> <li><a href="/wiki/Wrapped_distribution" title="Wrapped distribution">Wrapped</a></li></ul> </div></td></tr><tr><td class="navbox-abovebelow" colspan="2"><div> <ul><li><span class="noviewer" typeof="mw:File"><span title="Category"><img alt="" src="//upload.wikimedia.org/wikipedia/en/thumb/9/96/Symbol_category_class.svg/16px-Symbol_category_class.svg.png" decoding="async" width="16" height="16" class="mw-file-element" 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