Sum of Bernoulli random variables
 From: swk.aio@xxxxxxxxx
 Date: Tue, 27 May 2008 01:58:32 0700 (PDT)
Hello,
Suppose S = X_1 + X_2 + ... + X_n where X_i is a 01 random variable
with Pr(X_i = 1) = p_i and Pr(X_i = 0) = 1p_i.
If all the p_i are the same, it is just a binomial random variable.
However, can we say anything when the p_i are not the same?
Furthermore, what will it be if p_i are also random variables with
some distribution?
I did some simulation and it seems that the sum of the Bernoulli
random variables with different p_i looks like a normal distribution.
Thanks,
Peter
.
 FollowUps:
 Re: Sum of Bernoulli random variables
 From: illywhacker
 Re: Sum of Bernoulli random variables
 From: Richard Ulrich
 Re: Sum of Bernoulli random variables
 Prev by Date: Re: Statistics of crosscorrelation
 Next by Date: Re: Statistics of crosscorrelation
 Previous by thread: Twoway ANOVA with control
 Next by thread: Re: Sum of Bernoulli random variables
 Index(es):
Relevant Pages
