Bernoulli distribution
The Bernoulli distribution models a single trial with two outcomes, success (probability p) or failure (probability 1 − p), with mean p and variance p(1 − p).
See it move
4% of invoices processed contain an error, so p = 0.04. Modelled as a Bernoulli trial, an invoice splits into a 4% chance of error and a 96% chance of no error. The mean is E(X) = p = 0.04, and the variance is p(1 − p) = 0.04 × 0.96 = 0.0384.
The formula
Variables
- Probability of success on the trial
- Outcome of the trial (1 = success, 0 = failure)
Gives the probability of either outcome of a single Bernoulli trial.
Variables
- Probability of success on the trial
- Mean (expected value) of X
- Variance of X
Gives the mean and variance of a Bernoulli random variable from its success probability alone.
Check yourself
A single website visitor either clicks an advertisement (success) or does not, with click probability p = 0.2. This is modelled as a Bernoulli random variable X. What is the variance of X?