bernpdf

Distribution of the sum of independent non-identical Bernoulli random variables using convolution

Y = BERNPDF(P) where P is an N x 1 vector returns the distribution of the sum of N Bernoulli random variables. Y is of length N+1 and Y(j) is equal to the probability that the sum adds to j+1. The vector P comprises the means of Bernoulli random variables, which is to say that P(k) is the probability that the k'th random variable being 1 (and it is otherwise 0).