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Consider a random experiment which has only two outcomes that can be classified as "success" and "failure". We call such an experiment a Bernoulli experiment (after the Swiss mathematician James Bernoulli).
Let X = 0 when the experiment is a failure, and X = 1
when it is a success.
The pdf of X is given by P(X = 1) = p and P(X
= 0) = 1 - p where 0 < p <
1.
The rv X is said to be a Bernoulli rv or X follows a
Bernoulli distribution.
Suppose a Bernoulli experiment is repeated n times independently.
Let Y = number of successes that occur in the n trials.
The Y is said to follows a binomial distribution
with parameter (n, p), written as Y
~ B(n, p).
Thus a Bernoulli distribution is just a binomial distribution with parameters (1, p).
It is clear that Y takes the values 0, 1, ..., n.
The pdf of Y is given by P(Y = y) = nCr prqn-r, where q = 1 - p, for y = 0, 1, ..., n.
If X ~ B(n, p), then E(X) = np, Var(X) = npq.
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Example: Fit a binomial distribution to the following data:
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Solution:
Let X ~ B(5, 0.4).
P(X = 0) = 0.65 = 0.0778.
Using the recurrence formula,
Multiply by 60 to give the expected frequency.
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