Sum of Bernoulli variables with different success probabilities [duplicate]

Let xi be independent Bernoulli random variables with success probabilities pi. That is, xi=1 with probability pi and xi=0 with probability 1pi.

Is there a closed expression or an approximate formula for the distribution of the sum ixi?


Yes, in fact, the distribution is known as the Poisson binomial distribution, which is a generalization of the binomial distribution. The distribution’s mean and variance are intuitive and are given by

E\left[\sum_i x_i\right] &= \sum_i E[x_i] = \sum_i p_i\\
V\left[\sum_i x_i\right] &= \sum_i V[x_i] = \sum_i p_i(1-p_i).

The expectation is straightforward because it is a linear operator. The variance is also straightforward because of the independence assumption.

Source : Link , Question Author : becko , Answer Author : ramhiser

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