Lecture 4
Lecture 4
f (x; p) = p x (1 p)1 x
for x = 0, 1.
• Observe that we used the notation f (x; p) to indicate explicitly
that the Bernoulli distribution has one parameter p.
EXAMPLES:
1. Tossing a fair coin.
2. What is the probability of getting a score of not less than 5 in a
throw of a six-sided die?
THEOREM: If X is a Bernoulli random variable with parameter p,
then the mean, variance and moment generating functions are
respectively given by
E (X ) = µX = p
2
Var (X ) = X = p(1 p).
Consider a fixed number n of mutually independent Bernoulli trails.
Suppose these trials have same probability of success, say p.
3. Binomial Distribution:
E (X ) = np
2
Var (X ) = X = np(1 p).
The geometric distribution is also constructed from independent
Bernoulli trials, but from an infinite sequence. Let X denote the
trial number on which the first success occurs.
The geometric distribution is also constructed from independent
Bernoulli trials, but from an infinite sequence. Let X denote the
trial number on which the first success occurs.
4. Geometric Distribution:
f (x) = (1 p)x 1
p, x = 1, . . . , 1,
4. Geometric Distribution:
f (x) = (1 p)x 1
p, x = 1, . . . , 1,
✓ ◆ ! ✓ ◆
1 2 x 1 n/ x
(1 n )(1 n ) . . . (1 n ) x
=1 ( ) 1 1
x! n n
Finally, if we let n ! 1 while x and remain fixed, we find that
1 2 x 1
1(1 )(1 ) . . . (1 )!1
n n n
✓ ◆ x
1 !1
n
✓ ◆ n/
1 ! e.
n
and, hence, that the limiting distribution becomes
e x
f (x; ) = , x = 1, 2, . . . , 1,
x!
5. Poisson Distribution:
A random variable X is said to have a Poisson distribution if
its probability mass function is given by
e x
f (x; ) = , x = 1, 2, . . . , 1,
x!
where 0 < is a parameter.
e x
f (x; ) = , x = 1, 2, . . . , 1,
x!
where 0 < is a parameter.
E (X ) = µX =
2
Var(X ) = X =
EXAMPLE: The distribution of the number of tickets purchased
up to and including the second winning ticket is negative binomial:
P(X = k) = (k 1)p 2 (1 p)k2 .