On the products of Bernoulli random variables

I took another detour into the world of binary neural networks. In the interests of evaluating dot-product-like functions of two binary vectors, I wanted to assess how the distributions of multiplied bits (equivalent to ANDed bits) relate to the distributions of the individual bits. This post captures the results of this side-trip.

Products of independent Bernoullis

The simplest case is in the light of independence, when $$X \sim Bern(\pi_{X})$$

$$Y \sim Bern(\pi_{Y})$$ and $$P(X,Y) = P(X)P(Y)$$

Let $Z = XY$ be the product of the two bits, equivalent to $Z=X \land Y$. As $Z \in \{0, 1\}$ we can model $Z \sim Bern(\pi_Z)$ for some $\pi_Z$.

The truth table for the four possible outcomes guides us here:

$X$$Y$$Z$$P(X)$$P(Y)$
000$1-\pi_X$$1-\pi_Y$
010$1-\pi_X$$\pi_Y$
100$\pi_X$$1-\pi_Y$
111$\pi_X$$\pi_Y$

$P(Z=1) = P(X=1)P(Y=1) = \pi_X \pi_Y$; a bit of arithmetic also shows that $P(Z=0) = 1 – \pi_X \pi_Y$. With $\pi_X \in [0,1] \land \pi_Y \in [0,1] \implies \pi_X \pi_Y \in [0, 1]$, we see that $$Z \sim Bern(\pi_X \pi_Y)$$

Products of Non-Independent Bernoullis

Suppose that $X \sim Bern(\pi_X)$. A second Bernoulli random variable will be dependent on $X$ only if its single parameter is a function of $X$, so let $Y|X \sim Bern(g(X))$ where $g : \{0, 1\} \to [0,1]$ generates the parameter of $Y$’s distribution.

As there are only two possible outcomes from such a function $g$ we denote them individually as: $$\pi_{Y|X=0} = g(0)$$ and $$\pi_{Y|X=1} = g(1)$$

We again are interested in the distribution of a given $Z = XY = X \land Y$, and again the truth table leads us to a straightforward solution:

$X$$Y$$Z$$P(X)$$P(Y|X)$
000$1-\pi_X$$1-\pi_{Y|X=0}$
010$1-\pi_X$$\pi_{Y|X=0}$
100$\pi_X$$1-\pi_{Y|X=1}$
111$\pi_X$$\pi_{Y|X=1}$

$$P(Z=1) = P(X=1) P(Y=1 | X =1) = \pi_{X} \pi_{Y | X = 1} = \pi_{X} g(1)$$

A bit of arithmetic shows that $$P(Z=0) = 1 – \pi_{X} \pi_{Y|X=1} = 1 – \pi_{X} g(1)$$

With $\pi_{X} \in [0,1] \land \pi_{Y|X=1} \in [0,1] \implies \pi_{X} \pi_{Y | X = 1} \in [0,1]$ we conclude that $$Z \sim Bern(\pi_{X} \pi_{Y | X = 1})$$

The parameter $\pi_{Y|X=0} = g(0)$ for the case where $X=0$ drops out; it is redundant as $Y=1 | X = 0$ is simply another way for $Z$ to equal zero.

In other words, the distribution of $Z$ depends only on the distributions of $X$ and of $Y | X = 1$, not on $Y | X = 0$. The constraint that all events must result in either one or the other of two outcomes allows the behavior of the combined system to be fully characterized with a constant number of parameters, and the distribution of the product / Boolean AND even of dependent Bernoullis is simply yet another Bernoulli.

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