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Indicator variables and Bernouilli variables
An indicator variable for the event A is
defined as the random variable that takes
on only 2 values 0 and 1,
it takes 1 when event A happens and
0 otherwise.
So that the expectation of this
indicator(noted IA)
is
.
Very often we just define an event ``success''
and we are told that success happens
with probability p, the random variable X that
takes on 1 with probability p and
0 with probability 1-p is called
the Bernouilli(p) random variable.
E(X)=p
Susan Holmes
1998-12-07