Bernoulli Distributions

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🎲 Discrete Distributions: The Bernoulli Family

A Story of Yes-or-No Adventures


🌟 The Big Picture

Imagine you’re flipping a magical coin. Every flip is a tiny adventure with only two endings: success or failure. That’s the heart of Bernoulli distributions!

Think of it like this: Every time you knock on a door asking “Want to buy cookies?”, you get either YES 🎉 or NO 😢. The Bernoulli family of distributions helps us understand patterns in these yes-or-no adventures.


🪙 Bernoulli Distribution

What is it?

The simplest member of the family. One try. One chance. Success or failure.

Think of it like: Asking ONE friend if they want to play. They say yes or no. That’s it!

The Magic Formula

  • P(success) = p (your chance of hearing “yes”)
  • P(failure) = 1 - p (your chance of hearing “no”)

Example: Shooting a Basketball

You take ONE shot at the basket.

  • p = 0.7 (you make 70% of your shots)
  • P(making it) = 0.7 ✅
  • P(missing) = 0.3 ❌

Key Facts

Property Value
Mean (μ) p
Variance (σ²) p(1-p)

Why does this matter?

  • Mean = Your expected “score” (1 for success, 0 for failure)
  • If p = 0.7, you expect 0.7 on average from each try

🎯 Binomial Distribution

What is it?

What happens when you repeat a Bernoulli experiment many times?

Think of it like: Asking 10 friends if they want to play. How many say yes?

The Setup

  • n = number of tries (asking 10 friends)
  • p = probability of success each time (maybe 60% say yes)
  • k = number of successes you want to count

The Formula

P(X = k) = C(n,k) × p^k × (1-p)^(n-k)

Where C(n,k) = n! / (k! × (n-k)!)

Example: Cookie Sales

You knock on 5 doors. Each person has a 40% chance of buying.

What’s the probability that exactly 2 people buy?

  • n = 5 doors
  • p = 0.4 (40% buy)
  • k = 2 buyers
C(5,2) = 10
P(X=2) = 10 × 0.4² × 0.6³
P(X=2) = 10 × 0.16 × 0.216
P(X=2) = 0.3456 ≈ 34.6%

📊 Binomial Mean and Variance

Here’s where it gets beautiful:

Property Formula Meaning
Mean (μ) n × p Expected successes
Variance (σ²) n × p × (1-p) Spread of results

Example: Flipping a coin 100 times (p = 0.5)

  • Mean = 100 × 0.5 = 50 heads expected
  • Variance = 100 × 0.5 × 0.5 = 25
  • Standard deviation = √25 = 5

So you’d typically get 50 ± 5 heads (roughly 45-55 most times).


⏳ Geometric Distribution

What is it?

How long until your FIRST success?

Think of it like: Keep knocking on doors until someone FINALLY says yes. How many doors did you knock on?

The Key Question

“How many tries until the first success?”

The Formula

P(X = k) = (1-p)^(k-1) × p

This means: Fail (k-1) times, then succeed once.

Example: Finding a Parking Spot

Each spot has a 20% chance of being empty (p = 0.2).

What’s the probability you find a spot on the 3rd try?

P(X = 3) = 0.8² × 0.2
P(X = 3) = 0.64 × 0.2
P(X = 3) = 0.128 = 12.8%

First two spots taken (0.8 × 0.8), third one free (0.2)!

📊 Geometric Mean and Variance

Property Formula Meaning
Mean (μ) 1/p Expected tries until success
Variance (σ²) (1-p)/p² Spread of waiting time

Example: If p = 0.25 (25% success rate)

  • Mean = 1/0.25 = 4 tries expected
  • Variance = 0.75/0.0625 = 12
  • You expect to wait about 4 tries, but it varies a lot!

🎮 Real Life Geometric

  • Rolling a die until you get a 6: mean = 6 rolls
  • Calling customers until one answers: depends on answer rate
  • Trying keys until one works: mean = (# of keys)/1

🎪 Negative Binomial Distribution

What is it?

How many tries until you get r successes?

Think of it like: You need 3 friends to say “yes” to your party. How many friends do you ask?

The Evolution

Distribution Question
Bernoulli One try: success or fail?
Binomial Fixed tries: how many successes?
Geometric How long until FIRST success?
Negative Binomial How long until r-th success?

The Formula

P(X = k) = C(k-1, r-1) × p^r × (1-p)^(k-r)

Where k = total trials needed, r = successes wanted.

Example: Finding 3 Volunteers

Each person has 30% chance of volunteering (p = 0.3).

What’s the probability you find 3 volunteers in exactly 7 asks?

  • You need r = 3 successes
  • In k = 7 total tries
  • That means 4 failures and 3 successes
  • The 7th person MUST be a success
C(6,2) = 15
P(X=7) = 15 × 0.3³ × 0.7⁴
P(X=7) = 15 × 0.027 × 0.2401
P(X=7) ≈ 0.097 = 9.7%

📊 Negative Binomial Mean and Variance

Property Formula Meaning
Mean (μ) r/p Expected tries for r successes
Variance (σ²) r(1-p)/p² Spread of total trials

Example: Getting 5 heads (r=5) with fair coin (p=0.5)

  • Mean = 5/0.5 = 10 flips expected
  • Variance = 5 × 0.5/0.25 = 10

🗺️ The Family Tree

graph TD A["🪙 Bernoulli<br>One Trial"] --> B["🎯 Binomial<br>Fixed n trials<br>Count successes"] A --> C["⏳ Geometric<br>Until 1st success<br>Count trials"] C --> D["🎪 Negative Binomial<br>Until r successes<br>Count trials"] style A fill:#FFE66D style B fill:#4ECDC4 style C fill:#FF6B6B style D fill:#95E1D3

🧠 Memory Tricks

When to Use Each:

Situation Distribution
“One shot, did I make it?” Bernoulli
“10 shots, how many made?” Binomial
“Keep shooting until I score” Geometric
“Keep shooting until I score 5” Negative Binomial

The Mean Patterns:

Distribution Mean Remember It As…
Bernoulli p “My success rate”
Binomial np “Tries × success rate”
Geometric 1/p “Flip the probability!”
Neg. Binomial r/p “Goals ÷ success rate”

🎉 You Did It!

You now understand the Bernoulli family of distributions:

  1. Bernoulli - The single yes/no question
  2. Binomial - Counting successes in fixed trials
  3. Geometric - Waiting for first success
  4. Negative Binomial - Waiting for multiple successes

These distributions are everywhere:

  • Quality control (defective items)
  • Medical trials (patients cured)
  • Sports (shots made)
  • Gaming (loot drops)
  • Sales (deals closed)

The secret? It’s all about counting successes and failures in yes-or-no situations. Master these, and you’ve got powerful tools for understanding randomness! 🚀

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