Bernoulli random variable problem

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SUMMARY

The discussion focuses on the properties of a Bernoulli random variable, specifically its mean and variance. The mean of a Bernoulli random variable Y, which takes the value 1 with probability p and 0 otherwise, is established as p. The variance is confirmed to be p(1-p). Participants emphasize the importance of using the definitions of expected value and variance to derive these results, specifically through the equations E(Y) = ∑y P(Y=y) and Var(Y) = E(Y - mean)².

PREREQUISITES
  • Understanding of Bernoulli random variables
  • Familiarity with the concepts of mean and variance
  • Knowledge of probability theory
  • Ability to perform summation and basic algebraic manipulation
NEXT STEPS
  • Study the derivation of the expected value for discrete random variables
  • Learn about the properties of binomial distributions
  • Explore the Central Limit Theorem and its implications for binomial proportions
  • Investigate applications of Bernoulli trials in real-world scenarios
USEFUL FOR

Students in statistics or probability courses, educators teaching probability theory, and data analysts working with binomial data will benefit from this discussion.

scottstapp
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Homework Statement



Suppose we want to estimate a binomial proportion, p. We take a sample of size n and count X successes.

Consider a Bernoulli random variable, Y that is 1 with probability p and 0 otherwise. Show that the mean and variance of Y are p and p(1-p), respectively.



Homework Equations





The Attempt at a Solution


Not too sure what to do here. I know that the mean is calculated by [tex]\Sigma[/tex]xf(x) and variance is E(X-mean)2
 
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scottstapp said:

The Attempt at a Solution


Not too sure what to do here. I know that the mean is calculated by [tex]\Sigma[/tex]xf(x) and variance is E(X-mean)2

Well write out your sample space


y 0 1
P(Y=y)


For y=p, your probability is?

and in any other case such as y=0, the probability is?

Then you just use your definition E(Y)=∑all y y P(Y=y)
 

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