SD of a bernoulli trial?

$\begingroup$

Why nothing is mentioned about the standard deviation of a Bernoulli trial ?

Does it even make sense if I try to visualize it ?

$\endgroup$ 1

2 Answers

$\begingroup$

Why nothing is mentioned about the standard deviation of a Bernoulli trial ?

Where? Standard textbooks will have some mention regarding the variance, at a minimum. Regardless, you (I) can derive it yourself (myself).

If $X$ is a Bernoulli trial with chance $p$, then $$E[X] =\sum_{k = 0}^1 kP(X = k) = 0\cdot(1-p)+1\cdot p = p,$$ and $$E[X^2] = \sum_{k = 0}^1 k^2P(X= k) = 0^2\cdot(1-p)+1^2\cdot p = p.$$

Hence $$\text{Var}(X) = E[X^2]-\{E[X]\}^2 = p-p^2 = p(1-p)$$ and so $$\text{SD}(X) = \sqrt{p(1-p)}.$$

$\endgroup$ $\begingroup$

If $p$ is the probability of success, then the variance of a Bernoulli random variable is $p(1-p)$, hence the standard deviation is $\sqrt{p(1-p)}$.

$\endgroup$ 2

Your Answer

Sign up or log in

Sign up using Google Sign up using Facebook Sign up using Email and Password

Post as a guest

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

You Might Also Like