In the theory of probability and statistics, a Bernoulli trial (or binomial trial) is a random experiment with exactly two possible outcomes, "success" and "failure", in which the probability of success is the same every time the experiment is conducted. It is named after Jacob Bernoulli, a 17th century Swiss mathematician.
The mathematical formalisation of the Bernoulli trial is known as the Bernoulli process. This article offers an elementary introduction to the concept, whereas the article on the Bernoulli process offers a more advanced treatment.
Since a Bernoulli trial has only two possible outcomes, it can be framed as some "yes or no" question. For example:
Therefore, success and failure are merely labels for the two outcomes, and should not be construed literally. The term "success" in this sense consists in the result meeting specified conditions, not in any moral judgement. More generally, given any probability space, for any event (set of outcomes), one can define a Bernoulli trial, corresponding to whether the event occurred or not (event or complementary event). Examples of Bernoulli trials include:
Independent repeated trials of an experiment with exactly two possible outcomes are called Bernoulli trials. Call one of the outcomes "success" and the other outcome "failure". Let be the probability of success in a Bernoulli trial, and be the probability of failure. Then the probability of success and the probability of failure sum to unity (one), since these are complementary events: "success" and "failure" are mutually exclusive and exhaustive. More comprehensively, one has the following relations: