Skewness and Kurtosis of Bernoulli Distributions

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    Bernoulli Distributions
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SUMMARY

The discussion focuses on calculating the skewness and kurtosis of the sum of independent Bernoulli random variables, specifically X_i and X_j with respective success probabilities p_i and p_j. The skewness formula for a single Bernoulli variable is established as (1-p_i - p_i) / √(p_i(1-p_i)). The participants seek to derive the skewness and kurtosis for the sum X_i + X_j, emphasizing the need to compute the third and fourth moments based on the centered second moment, which is the variance. The conversation confirms the correctness of variance calculations and seeks clarity on extending these concepts to skewness and kurtosis.

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  • Understanding of Bernoulli distributions and their properties
  • Familiarity with statistical moments (first, second, third, and fourth)
  • Knowledge of skewness and kurtosis definitions
  • Basic probability theory, including expectation and variance calculations
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  • Research the derivation of skewness for the sum of independent random variables
  • Explore the calculation of kurtosis for independent Bernoulli distributions
  • Study the implications of skewness and kurtosis in statistical analysis
  • Learn about the properties of centered moments in probability theory
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Statisticians, data analysts, and researchers working with probability distributions, particularly those focusing on Bernoulli processes and their statistical properties.

slipperypete
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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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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).
 

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