Global Information Lookup Global Information

Bernoulli process information


In probability and statistics, a Bernoulli process (named after Jacob Bernoulli) is a finite or infinite sequence of binary random variables, so it is a discrete-time stochastic process that takes only two values, canonically 0 and 1. The component Bernoulli variables Xi are identically distributed and independent. Prosaically, a Bernoulli process is a repeated coin flipping, possibly with an unfair coin (but with consistent unfairness). Every variable Xi in the sequence is associated with a Bernoulli trial or experiment. They all have the same Bernoulli distribution. Much of what can be said about the Bernoulli process can also be generalized to more than two outcomes (such as the process for a six-sided die); this generalization is known as the Bernoulli scheme.

The problem of determining the process, given only a limited sample of Bernoulli trials, may be called the problem of checking whether a coin is fair.

and 26 Related for: Bernoulli process information

Request time (Page generated in 0.8315 seconds.)

Bernoulli process

Last Update:

In probability and statistics, a Bernoulli process (named after Jacob Bernoulli) is a finite or infinite sequence of binary random variables, so it is...

Word Count : 4153

Bernoulli distribution

Last Update:

probability theory and statistics, the Bernoulli distribution, named after Swiss mathematician Jacob Bernoulli, is the discrete probability distribution...

Word Count : 1644

Bernoulli trial

Last Update:

formalization and advanced formulation of the Bernoulli trial is known as the Bernoulli process. Since a Bernoulli trial has only two possible outcomes, it...

Word Count : 1267

Bernoulli family

Last Update:

2024. Bernoulli differential equation Bernoulli distribution Bernoulli number Bernoulli polynomials Bernoulli process Bernoulli trial Bernoulli's principle...

Word Count : 830

Stochastic process

Last Update:

reference to Bernoulli, by Ladislaus Bortkiewicz who in 1917 wrote in German the word stochastik with a sense meaning random. The term stochastic process first...

Word Count : 17935

Binomial distribution

Last Update:

experiment is also called a Bernoulli trial or Bernoulli experiment, and a sequence of outcomes is called a Bernoulli process; for a single trial, i.e....

Word Count : 7629

List of things named after members of the Bernoulli family

Last Update:

Bernoulli family of Basel. Bernoulli differential equation Bernoulli distribution Bernoulli number Bernoulli polynomials Bernoulli process Bernoulli Society...

Word Count : 185

Bernoulli scheme

Last Update:

mathematics, the Bernoulli scheme or Bernoulli shift is a generalization of the Bernoulli process to more than two possible outcomes. Bernoulli schemes appear...

Word Count : 1739

Markov chain

Last Update:

independent of the past states). A Bernoulli scheme with only two possible states is known as a Bernoulli process. Note, however, by the Ornstein isomorphism...

Word Count : 13251

Jacob Bernoulli

Last Update:

Jacob Bernoulli (also known as James in English or Jacques in French; 6 January 1655 [O.S. 27 December 1654] – 16 August 1705) was one of the many prominent...

Word Count : 2179

List of stochastic processes topics

Last Update:

processes Basic affine jump diffusion Bernoulli process: discrete-time processes with two possible states. Bernoulli schemes: discrete-time processes...

Word Count : 407

Negative binomial distribution

Last Update:

of failures in a sequence of independent and identically distributed Bernoulli trials before a specified (non-random) number of successes (denoted r...

Word Count : 8492

Binary entropy function

Last Update:

\operatorname {H} _{\text{b}}(p)} , is defined as the entropy of a Bernoulli process with probability p {\displaystyle p} of one of two values. It is a...

Word Count : 756

Dyadic transformation

Last Update:

transformation (also known as the dyadic map, bit shift map, 2x mod 1 map, Bernoulli map, doubling map or sawtooth map) is the mapping (i.e., recurrence relation)...

Word Count : 4718

Diffusion process

Last Update:

statistics, diffusion processes are a class of continuous-time Markov process with almost surely continuous sample paths. Diffusion process is stochastic in...

Word Count : 171

Autoregressive model

Last Update:

statistics, econometrics, and signal processing, an autoregressive (AR) model is a representation of a type of random process; as such, it is used to describe...

Word Count : 5393

Bernoulli

Last Update:

Bernoulli number Bernoulli polynomials Bernoulli process Bernoulli trial Lemniscate of Bernoulli Bernoulli, a journal published by the Bernoulli Society for...

Word Count : 216

Ergodicity

Last Update:

average process. The Ornstein isomorphism theorem states that every stationary stochastic process is equivalent to a Bernoulli scheme (a Bernoulli process with...

Word Count : 8819

Independent and identically distributed random variables

Last Update:

interpreted as the Bernoulli process. One may generalize this to include continuous time Lévy processes, and many Lévy processes can be seen as limits...

Word Count : 2625

Nicolaus II Bernoulli

Last Update:

his father Johann Bernoulli and one of his brothers, Daniel Bernoulli. He was one of the many prominent mathematicians in the Bernoulli family. Nicolaus...

Word Count : 368

Probability distribution

Last Update:

continuously distributed values Basic distributions: Bernoulli distribution, for the outcome of a single Bernoulli trial (e.g. success/failure, yes/no) Binomial...

Word Count : 6402

Continuous or discrete variable

Last Update:

Discrete time and continuous time Continuous-time stochastic process Discrete-time stochastic process Continuous modelling Discrete modelling Continuous geometry...

Word Count : 1331

Expected value

Last Update:

This is nothing but a different way of stating the expectation of a Bernoulli random variable, as calculated in the table above. Formulas in terms of...

Word Count : 7635

Deterministic system

Last Update:

pseudorandom number generator, but one may also use some external physical process, such as the last digits of the time given by the computer clock. A pseudorandom...

Word Count : 397

Law of total probability

Last Update:

Random variable Bernoulli process Continuous or discrete Expected value Variance Markov chain Observed value Random walk Stochastic process Complementary...

Word Count : 1117

Coin flipping

Last Update:

of coin flipping is described by means of the Bernoulli process; a single flip of a coin is a Bernoulli trial. In the study of statistics, coin-flipping...

Word Count : 3658

PDF Search Engine © AllGlobal.net