Bernoulli distribution

The Bernoulli distribution is a discrete distribution that models binary trials: itdescribes the situation where there are only two possible outcomes  

which are referred to as"failure" and "success".

The Bernoulli has a single parameter which defines the probability of observinga success x = 1. 

and we will sometimes use the equivalent notation

Now suppose we have a data set of observed values of x. We can construct the likelihood function, which is a function of ，on the assumption that the observations are drawn independently from ， so that

In a frequentist setting, we can estimate a value for  by maximizing the likelihood function, or equivalently by maximizing the logarithm of the likelihood. In the case of the Bernoulli distribution, the log likelihood function is given by

we obtain the maximum likelihood estimator