Skewness and Kurtosis of Bernoulli Distributions

In summary, When dealing with multiple independent Bernoulli random variables, the expected value of each variable is equal to its probability of success, while the expected value of their sum is equal to the sum of their individual expected values. The variance of each variable is equal to p(1-p), and the variance of their sum is equal to the sum of their individual variances. To calculate the skewness and kurtosis of the sum of two variables, you can use the centered second, third, and fourth moments.
  • #1
slipperypete
3
0
Suppose you have multiple independent Bernoulli random variables, [tex]X_1,X_2,...,X_n[/tex], with respective probabilities of success [tex]p_1,p_2,...,p_n[/tex].

So [tex]E(X_i)=p_i[/tex], and [tex]E(X_i+X_j)=E(X_i)+E(X_j)[/tex]. Also, [tex]\text{var}(X_i)=p\cdot (1-p)[/tex], and [tex]\text{var}(X_i+X_j)=\text{var}(X_i)+\text{var}(X_j)[/tex]. (Though correct me if any of that is wrong.)

I'm trying to figure out the similar formulae for skewness and kurtosis. Since skewness of [tex]X_i[/tex] is given by [tex]\tfrac{(1-p_i)-p_i}{\sqrt{p_i\cdot(1-p_i)}}[/tex], how would you calculate the skewness of [tex]X_i+X_j[/tex]? And for kurtosis of [tex]X_i+X_j[/tex]?
 
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  • #2
Skewness is a factor using the (centered) second and third moments, while kurtosis uses the (centered) second and fourth moments. You should be able to calculate the third and fourth moments and thus the quantities you want. You already have the centered second moment (variance).
 

1. What is skewness in a Bernoulli distribution?

Skewness is a measure of the asymmetry of a probability distribution. In a Bernoulli distribution, skewness measures the degree to which the distribution is "lopsided" or has a tail that is longer on one side than the other.

2. How is skewness calculated for a Bernoulli distribution?

The skewness of a Bernoulli distribution can be calculated using the formula γ1 = (p - q)/√(pq), where p is the probability of success and q is the probability of failure. A positive skewness value indicates a longer tail on the right side, while a negative skewness value indicates a longer tail on the left side.

3. What does a high skewness value in a Bernoulli distribution indicate?

A high skewness value in a Bernoulli distribution indicates that the distribution is highly asymmetrical. This means that the majority of the data is concentrated on one side of the distribution, with a longer tail on the other side.

4. What is kurtosis in a Bernoulli distribution?

Kurtosis is a measure of the "peakedness" or "flatness" of a probability distribution. In a Bernoulli distribution, kurtosis measures the degree to which the distribution has a sharp or rounded peak.

5. How is kurtosis calculated for a Bernoulli distribution?

The kurtosis of a Bernoulli distribution can be calculated using the formula γ2 = (1 - 6pq)/(pq), where p is the probability of success and q is the probability of failure. A positive kurtosis value indicates a sharp peak, while a negative kurtosis value indicates a flatter peak.

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