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In the theory of probability and statistics, a Bernoulli trial (or binomial trial) is a random
experiment with exactly two possible outcomes, "success" and "failure", in which the probability
of success is the same every time the experiment is conducted.[1] It is named after Jacob
Bernoulli, a 17th-century Swiss mathematician, who analyzed them in his Ars Conjectandi
(1713).[2]
The mathematical formalisation of the Bernoulli trial is known as the Bernoulli process. This
article offers an elementary introduction to the concept, whereas the article on the Bernoulli
process offers a more advanced treatment.
Since a Bernoulli trial has only two possible outcomes, it can be framed as some "yes or no"
question. For example:
Therefore, success and failure are merely labels for the two outcomes, and should not be
construed literally. The term "success" in this sense consists in the result meeting specified
conditions, not in any moral judgement. More generally, given any probability space, for any
event (set of outcomes), one can define a Bernoulli trial, corresponding to whether the event
occurred or not (event or complementary event). Examples of Bernoulli trials include:
Flipping a coin. In this context, obverse ("heads") conventionally denotes success and
reverse ("tails") denotes failure. A fair coin has the probability of success 0.5 by
definition. In this case there are exactly two possible outcomes.
Rolling a die, where a six is "success" and everything else a "failure". In this case there
are six possible outcomes, and the event is a six; the complementary event "not a six"
corresponds to the other five possible outcomes.
In conducting a political opinion poll, choosing a voter at random to ascertain whether
that voter will vote "yes" in an upcoming referendum.
Contents
1Definition
2Example: tossing coins
o 2.1Solution
3See also
4References
5External links
Definition[edit]
Independent repeated trials of an experiment with exactly two possible outcomes are called
Bernoulli trials. Call one of the outcomes "success" and the other outcome "failure". Let be
the probability of success in a Bernoulli trial, and be the probability of failure. Then the
probability of success and the probability of failure sum to unity (one), since these are
complementary events: "success" and "failure" are mutually exclusive and exhaustive. Thus one
has the following relations:
Alternatively, these can be stated in terms of odds: given probability p of success and q of
failure, the odds for are and the odds against are These can also be expressed as
numbers, by dividing, yielding the odds for, , and the odds against, ,
These are multiplicative inverses, so they multiply to 1, with the following relations:
In the case that a Bernoulli trial is representing an event from finitely many equally likely
outcomes, where S of the outcomes are success and F of the outcomes are failure, the odds for
are and the odds against are This yields the following formulas for probability and
odds:
Note that here the odds are computed by dividing the number of outcomes, not the probabilities,
but the proportion is the same, since these ratios only differ by multiplying both terms by the
same constant factor.
Random variables describing Bernoulli trials are often encoded using the convention that 1 =
"success", 0 = "failure".
Closely related to a Bernoulli trial is a binomial experiment, which consists of a fixed number
, and is said to have a binomial distribution. The probability of exactly successes in the
Bernoulli trials may also lead to negative binomial distributions (which count the number of
successes in a series of repeated Bernoulli trials until a specified number of failures are seen), as
well as various other distributions.
When multiple Bernoulli trials are performed, each with its own probability of success, these are
sometimes referred to as Poisson trials.[3]
Solution[edit]
For this experiment, let a heads be defined as a success and a tails as a failure. Because the coin
Using the equation above, the probability of exactly two tosses out of four total tosses resulting
in a heads is given by: