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3 votes

The distribution of the sum of three dependent Bernoulli random variables, all with the same correlation

There's not enough information here to determine the distribution of $X+Y+Z.$ If $X,Y,Z$ are independent and $p=1/2,$ then the three correlations are $0,$ but this is not the only joint distribution ...
Michael Hardy's user avatar
4 votes

The distribution of the sum of three dependent Bernoulli random variables, all with the same correlation

Glen_b's comments point to an example with $\rho=0$ and this is easily adapted for cases of $0 < \rho < 1$. For example consider the three joint distributions below using $P$ for probabilities ...
Henry's user avatar
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0 votes

Sum of Bernoulli random variables with Gaussian noise

From the outside you only see the 0s and 1s as outcome with each trial the same ratio/probability. So a Bernoulli distributed variable with a noisy parameter, is just itselve a Bernoulli distributed ...
Sextus Empiricus's user avatar

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