Probability of a Poisson-Bernoulli Random variable

Asked Mar 01 '15 at 11:41

Active Mar 01 '15 at 11:50

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I have a random variable $Y = X_1 + X_2 + \ldots + X_n$ where each $X_i$ is a bernoulli variable with success probability $p_i$.

What's the most efficient way to calculate P(Y = y) with $y \in [0, n] $?

Edit: For those interested, I found the following paper which has a few methods: http://www3.stat.sinica.edu.tw/statistica/oldpdf/A7n44.pdf

edited Mar 01 '15 at 11:50

asked Mar 01 '15 at 11:41

Brian

For those who tried to answer this and failed, could you provide a short answer? – Johannes Gerer Mar 01 '15 at 11:52
http://math.stackexchange.com/questions/392860/sum-of-bernoulli-random-variables-with-different-success-probabilities – Alex Mar 01 '15 at 12:01

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