Questions tagged [bernoulli-distribution]

The Bernoulli distribution is a discrete distribution parametrized by a single "success" probability. It is a special case of the binomial distribution.

The Bernoulli distribution is a discrete distribution parametrized by a "success" probability $p$. For a Bernoulli distributed random variable $x$, the probability mass function (pmf) takes a value of $p$ at $x=1$, and $(1-p)$ for $x=0$. A concise representation of the pmf is:

$$P(x;p) = p^x (1-p)^{1-x} \;\;\; \mbox{for} \; x=\left\{ 0,1 \right\}$$

The Bernoulli distribution is a special case of the binomial distribution with a single trial ($n=1$).

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Test if two binomial distributions are statistically different from each other

I have three groups of data, each with a binomial distribution (i.e. each group has elements that are either success or failure). I do not have a predicted probability of success, but instead can only rely on the success rate of each as an…
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Confidence interval for Bernoulli sampling

I have a random sample of Bernoulli random variables $X_1 ... X_N$, where $X_i$ are i.i.d. r.v. and $P(X_i = 1) = p$, and $p$ is an unknown parameter. Obviously, one can find an estimate for $p$: $\hat{p}:=(X_1+\dots+X_N)/N$. My question is how can…
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Logistic Regression - Error Term and its Distribution

On whether an error term exists in logistic regression (and its assumed distribution), I have read in various places that: no error term exists the error term has a binomial distribution (in accordance with the distribution of the response…
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Logistic Regression: Bernoulli vs. Binomial Response Variables

I want to perform logistic regression with the following binomial response and with $X_1$ and $X_2$ as my predictors. I can present the same data as Bernoulli responses in the following format. The logistic regression outputs for these 2 data sets…
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How to derive the likelihood function for binomial distribution for parameter estimation?

According to Miller and Freund's Probability and Statistics for Engineers, 8ed (pp.217-218), the likelihood function to be maximised for binomial distribution (Bernoulli trials) is given as $L(p) = \prod_{i=1}^np^{x_i}(1-p)^{1-x_i}$ How to arrive at…
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Generating correlated binomial random variables

I was wondering if it might be possible to generate correlated random binomial variables following a linear transformation approach? Below, I tried something simple in R and it produces some correlation. But I was wondering if there is a principled…
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K successes in Bernoulli trials, or George Lucas movie experiment

I'm reading "The Drunkard's Walk" now and cannot understand one story from it. Here it goes: Imagine that George Lucas makes a new Star Wars film and in one test market decides to perform a crazy experiment. He releases the identical film under two…
andreister
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Expected number of tosses till first head comes up

Suppose that a fair coin is tossed repeatedly until a head is obtained for the first time. What is the expected number of tosses that will be required? What is the expected number of tails that will be obtained before the first head is obtained?
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Correlated Bernoulli trials, multivariate Bernoulli distribution?

I'm simplifying a research question that I have at work. Imagine that I have 5 coins and let's call heads a success. These are VERY biased coins with probability of success p=0.1. Now, if the coins were independent, then getting the probability of…
S. Punky
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Sampling distribution from two independent Bernoulli populations

Let's assume that we have samples of two independent Bernoulli random variables, $\mathrm{Ber}(\theta_1)$ and $\mathrm{Ber}(\theta_2)$. How do we prove that $$\frac{(\bar X_1-\bar…
An old man in the sea.
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Estimating the probability in a Bernoulli process by sampling until 10 failures: is it biased?

Suppose we have a Bernoulli process with failure probability $q$ (which will be small, say, $q \leq 0.01$) from which we sample until we encounter $10$ failures. We thereby estimate the probability of failure as $\hat{q}:=10/N$ where $N$ is the…
becky
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Sum of Bernoulli variables with different success probabilities

Let $x_i$ be independent Bernoulli random variables with success probabilities $p_i$. That is, $x_i=1$ with probability $p_i$ and $x_i=0$ with probability $1-p_i$. Is there a closed expression or an approximate formula for the distribution of the…
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Relationship between the phi, Matthews and Pearson correlation coefficients

Are the phi and Matthews correlation coefficients the same concept? How are they related or equivalent to Pearson correlation coefficient for two binary variables? I assume the binary values are 0 and 1. The Pearson's correlation between two…
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Success of Bernoulli trials with different probabilities

If 20 independent Bernoulli trials are carried out each with a different probability of success and therefore failure. What is the probability that exactly n of the 20 trials was successful? Is there a better way of calculating these probabilities…
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Empirical distribution alternative

BOUNTY: The full bounty will be awarded to someone who provides a reference to any published paper which uses or mentions the estimator $\tilde{F}$ below. Motivation: This section is probably not important to you and I suspect it won't help you get…
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