@@ -155,73 +155,40 @@ Check that your answers agree with `u.mean()` and `u.var()`.
155155
156156#### Bernoulli distribution
157157
158- Another useful (and more interesting) distribution is the Bernoulli distribution
158+ Another useful distribution is the Bernoulli distribution on $S = \{ 0,1\} $, which has PMF:
159+ $$
160+ p(x_i)=
161+ \begin{cases}
162+ p & \text{if $x_i = 1$}\\
163+ 1-p & \text{if $x_i = 0$}
164+ \end{cases}
165+ $$
166+ Here $x_i \in S$ is the outcome of the random variable.
159167
160- We can import the uniform distribution on $S = \{ 1, \ldots, n \} $ from SciPy like so:
168+ We can import the Bernoulli distribution on $S = \{ 0,1 \} $ from SciPy like so:
161169
162170``` {code-cell} ipython3
163- n = 10
164- u = scipy.stats.randint(1, n+1 )
171+ p = 0.4
172+ u = scipy.stats.bernoulli(p )
165173```
166174
167175
168- Here's the mean and variance
176+ Here's the mean and variance:
169177
170178``` {code-cell} ipython3
171179u.mean(), u.var()
172180```
173181
174- The formula for the mean is $(n+1)/2 $, and the formula for the variance is $(n^2 - 1)/12 $.
182+ The formula for the mean is $p $, and the formula for the variance is $p(1-p) $.
175183
176184
177- Now let's evaluate the PMF
185+ Now let's evaluate the PMF:
178186
179187``` {code-cell} ipython3
188+ u.pmf(0)
180189u.pmf(1)
181190```
182191
183- ``` {code-cell} ipython3
184- u.pmf(2)
185- ```
186-
187-
188- Here's a plot of the probability mass function:
189-
190- ``` {code-cell} ipython3
191- fig, ax = plt.subplots()
192- S = np.arange(1, n+1)
193- ax.plot(S, u.pmf(S), linestyle='', marker='o', alpha=0.8, ms=4)
194- ax.vlines(S, 0, u.pmf(S), lw=0.2)
195- ax.set_xticks(S)
196- plt.show()
197- ```
198-
199-
200- Here's a plot of the CDF:
201-
202- ``` {code-cell} ipython3
203- fig, ax = plt.subplots()
204- S = np.arange(1, n+1)
205- ax.step(S, u.cdf(S))
206- ax.vlines(S, 0, u.cdf(S), lw=0.2)
207- ax.set_xticks(S)
208- plt.show()
209- ```
210-
211-
212- The CDF jumps up by $p(x_i)$ and $x_i$.
213-
214-
215- ``` {exercise}
216- :label: prob_ex2
217-
218- Calculate the mean and variance for this parameterization (i.e., $n=10$)
219- directly from the PMF, using the expressions given above.
220-
221- Check that your answers agree with `u.mean()` and `u.var()`.
222- ```
223-
224-
225192
226193#### Binomial distribution
227194
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