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.
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.