Bernoulli trial

A Bernoulli trial (or binomial trial) is a random experiment with exactly two possible outcomes, "success" and "failure", in which the probability of success is the same every time the experiment is conducted.

Definition

• $X^B$ is 1 if outcome is success, or 0 is failure. (Example: Flip a coin, 1=Heads, 0=Tails)
• $P(X^B = 1) = p$
• $P(X^B = 0) = 1 - p = q$

Properties

The sum of n independent Bernouilli random variables $X_i^B$ with the same parameter p is a binomial random variable $X^B$

• $X^b = \sum_{i=0}^n X_i^B$
• $P(X^b = x) = \frac{n!}{x!(n-x)!} p^x (1-p)^{n-x} = \binom{n}{x} p^x q^{n-x}$