Extreme Optimization > User's Guide > Statistics Library > Discrete Probability Distributions > The Bernoulli Distribution

Extreme Optimization User's Guide

User's Guide

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The Bernoulli Distribution

The Bernoulli distribution is the simplest of the discrete probability distributions. It has two possible outcomes: 0 ('failure') and 1 ('success'). It has a single parameter, p, that specifies the probability of success.

Bernoullior example, the distribution of heads and tails in coin tossing has a Bernoulli distribution with p = 0.5. The probability of a newborn to be a girl has a probability distribution with p = 0.48 (approximately).

Being the simplest discrete distribution, the Bernoulli distribution is the basic building block for several other discrete probability distributions:

The Bernoulli distribution is implemented by the BernoulliDistribution class. It has one constructor which has one parameter: the probability of success of a trial. The probability must be between 0 and 1. The following constructs a Bernoulli distribution with probability of success 0.4:

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BernoulliDistribution bernoulli = new BernoulliDistribution(0.4);
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Dim bernoulli As BernoulliDistribution = New BernoulliDistribution(0.4)

The BernoulliDistribution class has one specific property, ProbabilityOfSuccess, which returns the probabiltiy of success of a trial.

BernoulliDistribution has one static (Shared in Visual Basic) method, GetRandomVariate, which generates a random variate using a user-supplied uniform random number generator.

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MersenneTwister random = new MersenneTwister();
        double variate = BernoulliDistribution.GetRandomVariate(random, 0.4);
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Dim random As MersenneTwister = New MersenneTwister()
        Dim variate As Double = BernoulliDistribution.GetRandomVariate(random, 0.4)

The above example uses the Mersenne Twister to generate uniform random numbers.

For details of the properties and methods common to all discrete probability distribution classes, see the topic on DiscreteDistribution class.

Up: Discrete Probability Distributions Next: The Binomial Distribution Previous: Discrete Distributions Contents

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