The Galton board
In 1889, Sir Francis Galton built a contraption: balls drop through pegs, bouncing randomly left or right at each level. What shape do you think forms at the bottom?
Distribution (0 balls)
Drop some balls and watch the distribution form. Each ball makes a series of independent left-right choices.
The Bernoulli distribution
Before we understand the full Galton board, let's start with the simplest possible random event: a single coin flip.
A Bernoulli trial is any experiment with exactly two outcomes: success (1) or failure (0). Think of it as the atomic unit of randomness.
A random variable has a Bernoulli distribution with parameter if:
- (success)
- (failure)
We write .
The expected value:
The variance is , which is maximized when (maximum uncertainty).
The binomial distribution
Now, what happens when we repeat a Bernoulli trial times and count the successes?
Watch it happen — each row adds another independent Bernoulli trial, and the sum builds toward the Binomial:
If counts the number of successes in independent Bernoulli() trials, then:
We write .
The formula has three parts:
- : How many ways to choose which trials are successes (see combinations)
- : Probability of successes
- : Probability of failures
Back to the Galton board
Now we can understand what's happening on the Galton board:
Each ball makes independent choices. If going right counts as "success":
- Final position = number of rightward bounces
- Each ball's position follows
The bell curve forms when you add up many independent random choices. This is the Central Limit Theorem in action.
Key formulas
For :
| Property | Formula |
|---|---|
| Expected Value | |
| Variance |
Intuition: Each of the trials contributes on average to the expected value.
What's next
In the next lesson, we'll explore how the binomial distribution's shape changes with different parameters, and learn to work with cumulative probabilities.