2019-01-16[Stay Sharp]Bernoulli distribution

Bernoulli distribution

Bernoulli distribution is the discrete probability distribution of a random variable which takes the value 1 with probability and the value 0 with probability . i.e.
where , and from that we get . so the probability distribution over can be writter in the following form:

this is the Bernoulli distribution.

mean of Bernoulli distribution is

Verification:

variance of Bernoulli distribution is

Verification: