伯努利分布和二项分布

0-1分布/伯努利分布

Bernoulli distribution

只先进行一次事件试验，该事件发生的概率为$p$，不发生的概率为$1-p$
$$P\left(X=k\right)=p^k{\left(1-p\right)}^{1-k},k=0,1$$
期望
$$E\left[X\right]=p$$
方差
$$D\left[X\right]=p-p^2=p\left(1-p\right)$$

二项分布

二项分布是$n$个独立的成功/失败试验中成功的次数的离散概率分布，其中每次试验的成功概率为$p$
记作$X\sim B\left(n,p\right)$
$$P\left(X=k\right)=C_n^k{p}^k{q}^{n-k},k=0,1,2\cdots ,n$$
期望
$$E\left[X\right]=np$$
推导
$$\begin{array}{rl}E\left[X\right]& =\sum _{k=0}^{n}k\frac{n!}{k!\left(n-k\right)!}{p}^k{q}^{n-k}\\ & =\sum _{k=1}^n\frac{n!}{\left(k-1\right)!\left(n-k\right)!}{p}^k{q}^{n-k}\\ & =np\sum _{k=1}^n\frac{\left(n-1\right)!}{\left(k-1\right)!\left(n-k\right)!}{p}^{k-1}{q}^{n-k}\\ & =np\sum _{k=0}^{n-1}\frac{\left(n-1\right)!}{k!\left(n-k-1\right)!}{p}^k{q}^{n-1-k}\\ & =np{\left(p+q\right)}^{n-1}\\ & =np\end{array}$$
方差
$$D\left[X\right]=npq$$
推导
$$\begin{array}{rl}E\left[X^2\right]& =\sum _{k=0}^n{k}^2\frac{n!}{k!\left(n-k\right)!}{p}^k{q}^{n-k}\\ & =\sum _{k=1}^{n}k\frac{n!}{\left(k-1\right)!\left(n-k\right)!}{p}^k{q}^{n-k}\\ & =\left(\sum _{k=2}^n\frac{n!}{\left(k-2\right)!\left(n-k\right)!}{p}^k{q}^{n-k}\right)+\left(\sum _{k=1}^n\frac{n!}{\left(k-1\right)!\left(n-k\right)!}{p}^k{q}^{n-k}\right)\\ & =n\left(n-1\right)p^2\left(\sum _{k=2}^n\frac{\left(n-2\right)!}{\left(k-2\right)!\left(n-k\right)!}{p}^{k-2}{q}^{n-k}\right)+np\left(\sum _{k=1}^n\frac{\left(n-1\right)!}{\left(k-1\right)!\left(n-k\right)!}{p}^{k-1}{q}^{n-k}\right)\\ & =n\left(n-1\right)p^2\left(\sum _{k=0}^{n-2}\frac{\left(n-2\right)!}{k!\left(n-k-2\right)!}{p}^k{q}^{n-2-k}\right)+np\left(\sum _{k=0}^{n-1}\frac{\left(n-1\right)!}{k!\left(n-k-1\right)!}{p}^k{q}^{n-1-k}\right)\\ & =n\left(n-1\right)p^2+np\\ & =n^2{p}^2+npq\end{array}$$
因此
$$D\left[X\right]=n^2{p}^2+npq-n^2{p}^2=npq$$