Bernoulli Distribution

1. At the beginning of any cricket match, how we decide who is going to bat or ball?
It all depends on whether you win or lose the toss. Let’s say if the toss results in a head,
you win. Else, you lose. There’s no midway.
2. A Bernoulli distribution has only two possible outcomes, namely 1 (success)
and 0 (failure), and a single trial. So the random variable X which has a Bernoulli
distribution can take value 1 with the probability of success, say p, and the value 0 with
the probability of failure, say q or 1-p.
3. Here, the occurrence of a head denotes success, and the occurrence of a tail
denotes failure. Probability of getting a head = 0.5 = Probability of getting a tail since
there are only two possible outcomes.
4. The probability mass function is given by: px(1-p)1-x where x € (0, 1).
It can also be written as

5. The probabilities of success and failure need not be equally likely, like the result
of a cricket match between India and Afghanistan. It is pretty much certain India win. So
in this case probability of Afghanistan success is 0.15 while failure is 0.85. Here, the
probability of success(p) is not same as the probability of failure. So, the chart below
shows the Bernoulli Distribution of the match.
6. Example. Find the probability of getting 8 in a single throw of a dice.
Solution: In a single throw of a dice, the outcome "8" is called a success and
any other outcome is called a failure, then the successive throws of a dice will
contain Bernoulli trials.
The probability of success = 1/8 and the probability of failure = 7/8.

Binomial Distribution
7 Let’s take the example of cricket again. Suppose that you won the toss today and
this indicates a successful event. You toss again but you lost this time. If you win a toss
today, this does not necessitate that you will win the toss tomorrow. Let’s assign a
random variable, say X, to the number of times you won the toss. What can be the
possible value of X? It can be any number depending on the number of times you
tossed a coin.
8. There are only two possible outcomes. Head denoting success and tail denoting
failure. Therefore, probability of getting a head = 0.5 and the probability of failure can be
easily computed as: q = 1- p = 0.5.
9. A distribution where only two outcomes are possible, such as success or failure,
gain or loss, win or lose and where the probability of success and failure is same for all
the trials is called a Binomial Distribution.
10. The outcomes need not be equally likely. Taking the example of a cricket match
between India and Afghanistan. So, if the probability of success in an experiment is 0.2
then the probability of failure can be easily computed as q = 1 – 0.2 = 0.8.
11. Each trial is independent since the outcome of the previous toss doesn’t
determine or affect the outcome of the current toss. An experiment with only two
possible outcomes repeated n number of times is called binomial. The parameters of a
binomial distribution are n and p where n is the total number of trials and p is the
probability of success in each trial.
12. Probability mass function of binomial distribution is:-

p(x)=px(1−p)n−x
where,
n= Total number of events.
p = Probability of success.
(1 - p) = Probability of failure.

13. Note. Bernoulli distribution is a special case of the binomial distribution

with n = 1.
14. A binomial distribution graph where the probability of success does not equal the
probability of failure looks like

15. Now, when probability of success = probability of failure, in such a situation the
graph of binomial distribution looks like

16. On the basis of the above explanation, the properties of a Binomial Distribution
are:-
(a) Each trial is independent.
(b) There are only two possible outcomes in a trial- either a success or a
failure.
(c) A total number of n identical trials are conducted.
(d) The probability of success and failure is same for all trials. (Trials are
identical.)
17. Example. When a fair coin is tossed, find the probability of getting 7 heads,
when a coin is tossed 12 times?
Solution: Given that number of trails (n) = 12
Number of success (r) = 7(getting 7 heads)
Given: The coin is a fair coin.

So, probability of single trail (p) = 1/2 = 0.5

px = (0.5)7
= 0.0078

Probability of getting 7 heads

P(X) = px(1−p)n−x
= 0.0078 x (0.5)5
P(X) = 0.0002441
Therefore, the probability of getting 7 heads is 0.0002441
18. Applications. The importance of the binomial and Bernoulli
distribution is that it has very wide application. This is because at its heart is a binary
situation: one with two possible outcomes. Many random phenomena worth studying
have two outcomes. Most notably, this occurs when we examine a sample from a large
population of 'units' for the presence of a characteristic; each unit either has the
characteristic or it doesn't. The generic term 'unit' is used precisely because the
situation is so general. The population is often people, in which case a unit is a person;
but a unit might be a school, an insect, a bank loan, a company, a DNA sequence, or
any of a number of other possibilities.

Exponential Distribution
19. The exponential distribution (also called the negative exponential distribution) is a
probability distribution that describes time between events in a Poisson process. There
is a strong relationship between the Poisson distribution and the Exponential distribution
are intertwined. For example, let’s say a Poisson distribution models the number of
births in a given time period. The time in between each birth can be modeled with an
exponential distribution.
20. Memoryless Property. This distribution has a memoryless property, which
means it “forgets” what has come before it. In other words, if you continue to wait, the
length of time you wait neither increases nor decreases the probability of an event
happening. Any time may be marked down as time zero. Let’s say a hurricane hits your
island. The probability of another hurricane hitting in one week, one month, or ten years
from that point are all equal. The exponential is the only distribution with the
memoryless property.
21. Applications. The exponential distribution is mostly used for
testing product reliability. It’s also an important distribution for building continuous-
time Markov chains. The exponential often models waiting times and can help you to
answer questions like:
(a) How much time will go by before a major hurricane hits the Atlantic
Seaboard.
(b) How long will the transmission in my car last before it breaks.
22. If you assume that the answer to these questions is unknown, you can think of
the elapsed time as a random variable with an exponential distribution as long as the
events occur continuously and independently at a constant rate.
.