Bernoulli distribution

A single trial with two outcomes: 1 with probability , 0 otherwise. Every other discrete distribution on this site — Binomial, Geometric, Negative Binomial — is built out of independent Bernoullis.

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Dark bars: PMF . Light bars: empirical frequencies from 200 draws. Mean , variance .

What to notice

  • Only one knob. The whole distribution is determined by . The dark bars show the exact PMF; the light bars show the empirical frequencies. Raise n and the two converge — that’s the Law of Large Numbers.
  • Variance is maximized at p = 0.5, where you’re least sure of the outcome, and shrinks to zero at p = 0 or p = 1.
  • Summing n independent Bernoullis gives a Binomial(n, p). That’s the bridge from this one-bit coin to everything else discrete.

Why it matters

The Bernoulli is the indicator function for any yes/no event. Expressing as “the probability equals the expected value of the indicator” is the move that underlies most elementary probability identities.