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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 *I*_{A})
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*