# The Bernoulli distribution¶

We are now going to generalize the coin toss experiment. Imagine an experiment with two outcomes $$0$$ or $$1$$. You can think of $$0$$ as “failure” and $$1$$ as “success”. Now assume that the experiment is successful with probability $$\theta$$, which is some number between $$0$$ and $$1$$. For example, for a fair coin $$\theta=0.5$$. But here we allow for any value. The result of such an experiment is captured by the following random variable:

$\begin{split} X = \begin{cases} 1,\;\text{with probability}\;\theta,\\ 0,\;\text{otherwise}. \end{cases} \end{split}$

In terms of the probability mass function, we have:

$p(X=0) = \theta,$

and

$p(X=1) = 1 - \theta.$

This random variable has a special name. It is called a Bernoulli random variable, named after Jacob Bernoulli. Another say that $$X$$ is a Bernoulli random variable is to write:

$X\sim \text{Bernoulli}(\theta).$

The random variable $$X$$ follows a Bernoulli distribution with parameter $$\theta$$.

This is enough information to figure out what the probability mass function is. For example, with a Google search “Bernoulli distribution” you can get here.

import matplotlib.pyplot as plt
%matplotlib inline
import seaborn as sns
sns.set(rc={"figure.dpi":100, 'savefig.dpi':300})
sns.set_context('notebook')
sns.set_style("ticks")
from IPython.display import set_matplotlib_formats
set_matplotlib_formats('retina', 'svg')
import numpy as np


Let’s use the functionality of scipy.stats to define a Bernoulli random variable and sample from it:

import scipy.stats as st


I will pick $$\theta=0.6$$:

theta = 0.6
X = st.bernoulli(theta)


This objects encapsulates everything related to the random variable $$X$$. For example, X.support() tells you which values it takes:

X.support()

(0, 1)


To evaluate the probability mass function you can use:

X.pmf(0)

0.4

X.pmf(1)

0.6


Finally, you can use X.rvs() to generate samples from this random variable.

for i in range(10):
print(X.rvs())

1
0
0
0
0
0
1
1
1
1


If you want to take many samples at once, here is how:

X.rvs(1000)

array([1, 0, 0, 0, 0, 0, 0, 1, 0, 0, 1, 1, 0, 0, 1, 1, 0, 1, 0, 1, 1, 0,
1, 1, 1, 0, 1, 0, 1, 1, 0, 0, 1, 0, 1, 1, 0, 0, 1, 1, 1, 1, 0, 0,
0, 1, 1, 0, 1, 1, 0, 0, 0, 1, 0, 1, 1, 1, 1, 1, 1, 1, 0, 0, 1, 1,
1, 0, 0, 1, 1, 1, 1, 0, 1, 0, 1, 1, 1, 1, 1, 0, 1, 1, 1, 0, 0, 0,
0, 0, 1, 0, 1, 0, 0, 0, 1, 0, 0, 1, 1, 1, 0, 1, 0, 0, 0, 1, 0, 1,
0, 0, 0, 0, 1, 1, 1, 0, 0, 0, 1, 1, 1, 0, 1, 0, 1, 1, 1, 0, 0, 1,
1, 0, 0, 0, 1, 1, 0, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 1, 1, 0, 1, 0,
1, 1, 1, 0, 0, 1, 1, 1, 1, 0, 1, 0, 1, 1, 0, 1, 1, 0, 1, 1, 0, 0,
1, 0, 0, 1, 1, 0, 0, 1, 1, 0, 1, 1, 0, 1, 1, 0, 0, 1, 1, 0, 1, 0,
1, 1, 1, 1, 1, 0, 1, 0, 1, 1, 0, 1, 0, 1, 1, 1, 0, 1, 0, 0, 1, 1,
1, 0, 1, 0, 0, 1, 1, 1, 1, 1, 1, 1, 0, 0, 0, 0, 1, 1, 1, 1, 1, 0,
1, 1, 0, 1, 0, 0, 1, 1, 1, 1, 0, 1, 0, 1, 1, 0, 1, 1, 1, 1, 1, 0,
1, 0, 1, 1, 1, 0, 0, 0, 0, 0, 1, 0, 1, 0, 1, 1, 1, 1, 1, 1, 1, 1,
1, 0, 1, 1, 1, 1, 0, 0, 0, 0, 1, 0, 1, 1, 1, 0, 1, 0, 0, 0, 0, 1,
1, 1, 1, 1, 1, 1, 0, 0, 1, 0, 0, 0, 1, 1, 1, 0, 1, 1, 1, 0, 0, 0,
1, 1, 0, 0, 1, 1, 1, 1, 1, 0, 1, 1, 1, 1, 0, 0, 0, 1, 0, 0, 0, 1,
1, 1, 1, 1, 1, 1, 1, 0, 0, 1, 1, 1, 0, 1, 1, 1, 1, 1, 0, 1, 1, 1,
1, 1, 1, 0, 0, 1, 1, 0, 0, 1, 0, 0, 1, 1, 0, 1, 0, 0, 1, 1, 0, 1,
0, 1, 1, 1, 1, 0, 1, 1, 1, 1, 1, 0, 1, 1, 1, 0, 1, 1, 0, 0, 0, 1,
1, 1, 1, 1, 1, 1, 1, 1, 0, 0, 1, 1, 1, 1, 0, 1, 1, 1, 1, 1, 0, 0,
0, 1, 0, 0, 0, 1, 1, 1, 1, 0, 1, 0, 1, 0, 0, 1, 1, 0, 1, 0, 1, 1,
0, 1, 1, 0, 1, 0, 1, 0, 1, 0, 0, 0, 0, 0, 1, 1, 1, 1, 0, 1, 0, 1,
1, 1, 1, 1, 0, 1, 1, 1, 1, 0, 0, 1, 1, 1, 1, 0, 1, 0, 1, 0, 1, 1,
1, 0, 0, 1, 1, 1, 1, 1, 1, 0, 1, 1, 0, 1, 1, 1, 0, 1, 1, 1, 0, 0,
0, 1, 1, 1, 1, 0, 1, 1, 1, 0, 1, 1, 1, 1, 1, 1, 0, 0, 1, 0, 1, 0,
0, 1, 1, 1, 1, 1, 1, 0, 1, 1, 1, 0, 1, 0, 1, 1, 1, 1, 0, 1, 1, 0,
0, 1, 1, 0, 1, 1, 1, 0, 1, 0, 1, 1, 0, 1, 0, 1, 0, 1, 1, 0, 1, 1,
0, 0, 0, 1, 1, 0, 0, 1, 1, 1, 1, 0, 1, 1, 0, 0, 1, 1, 0, 1, 1, 1,
0, 1, 1, 1, 0, 1, 0, 1, 0, 1, 1, 0, 0, 1, 0, 0, 1, 0, 0, 0, 1, 0,
0, 0, 0, 1, 1, 1, 1, 1, 1, 1, 0, 0, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0,
1, 0, 0, 1, 0, 1, 1, 0, 1, 0, 0, 0, 1, 1, 1, 1, 1, 0, 0, 1, 0, 0,
0, 1, 1, 1, 0, 0, 1, 1, 1, 0, 1, 0, 0, 0, 0, 0, 1, 0, 0, 1, 1, 1,
1, 0, 0, 0, 0, 1, 0, 1, 1, 0, 1, 0, 1, 0, 1, 1, 0, 0, 0, 1, 0, 0,
1, 1, 1, 0, 1, 0, 0, 0, 0, 1, 0, 1, 1, 0, 0, 1, 1, 0, 1, 1, 0, 1,
1, 1, 1, 1, 1, 1, 0, 1, 1, 0, 1, 0, 0, 0, 1, 0, 1, 1, 0, 1, 1, 1,
1, 1, 1, 0, 1, 0, 0, 1, 0, 0, 1, 1, 0, 1, 1, 1, 0, 0, 0, 0, 1, 1,
0, 1, 1, 1, 0, 1, 0, 1, 1, 0, 1, 0, 1, 1, 1, 1, 0, 0, 0, 0, 1, 0,
1, 1, 0, 1, 1, 1, 0, 0, 1, 1, 1, 1, 0, 1, 1, 1, 1, 1, 0, 1, 1, 0,
0, 0, 1, 1, 1, 1, 1, 1, 0, 0, 1, 1, 1, 1, 1, 0, 0, 1, 0, 0, 0, 0,
0, 0, 0, 1, 0, 1, 1, 1, 0, 1, 1, 1, 0, 0, 1, 1, 1, 0, 0, 1, 1, 1,
0, 1, 0, 1, 0, 0, 0, 0, 1, 1, 0, 1, 0, 1, 1, 1, 1, 1, 1, 1, 0, 1,
1, 1, 0, 0, 1, 1, 0, 1, 1, 1, 1, 0, 1, 1, 0, 1, 1, 0, 0, 0, 1, 0,
1, 0, 0, 0, 0, 1, 0, 0, 1, 1, 1, 0, 0, 1, 1, 0, 1, 1, 1, 1, 1, 0,
1, 1, 1, 1, 1, 1, 1, 0, 1, 0, 0, 1, 1, 0, 0, 1, 1, 1, 1, 0, 1, 1,
1, 1, 1, 0, 0, 0, 0, 1, 0, 1, 1, 0, 0, 1, 0, 1, 1, 1, 0, 1, 1, 0,
0, 1, 0, 0, 1, 0, 0, 0, 1, 0])


Let’s now take many samples and do their histogram:

xs = X.rvs(size=1000)
fig, ax = plt.subplots(dpi=150)
ax.hist(xs)
ax.set_xlabel('$x$')
ax.set_ylabel('Counts');


## Questions¶

• Rerun the code above with $$\theta=0.8$$.