Bernoulli random variable
Bernoulli
Parameters |
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Support |
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pmf |
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CDF |
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Mean |
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Median |
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Mode |
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Variance |
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Skewness |
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Ex. kurtosis |
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Entropy |
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MGF |
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CF |
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PGF |
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Fisher information |
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In probability theory and statistics, the Bernoulli distribution, named after Swiss scientist Jacob Bernoulli, is the probability distribution of a random variable which takes the value 1 with probability
and the value 0 with probability
—i.e., the probability distribution of any single experiment that asks a yes–no question; the question results in a boolean-valued outcome, a single bit of information whose value is success/yes/true/one with probability p and failure/no/false/zero with probability q. It can be used to represent a coin toss where 1 and 0 would represent "head" and "tail" (or vice versa), respectively. In particular, unfair coins would have
.
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