Bernoulli Distribution

The probability mass function of Bernoulli distribution is

$P(X=x) = p^x q^{1-x}, \; x=0,1; 0<p,q<1; q=1-p.$

Mean of Bernoulli Distribution

The mean (expected value) of Bernoulli random variable $X$ is

$E(X) = p$.

Variance of Bernoulli Distribution

The variance of Bernoulli random variable $X$ is

$V(X) = pq$.

Moment Generating Function of Bernoulli Distribution

The moment generating function (M.G.F.) of Bernoulli distribution is

$M_X(t) = (q + pe^t)$ for $t\in R$.

Probability Generating Function of Bernoulli Distribution

The probability generating function (P.G.F.) of Bernoulli distribution is

$P_X(t) = q+pt$, $t\in R$.

Characteristic Function of Bernoulli Distribution

The Characteristic function of Bernoulli distribution is

$\phi_X(t) = (q + pe^{it})$.

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