Rademacher distribution

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In probability theory and statistics, the Rademacher distribution, named after Hans Rademacher is a discrete probability distribution which has a 50% chance for either 1 or -1. The probability mass function of this distribution is

[ f(k) = \left\ 1/2 & \mbox k=-1, \\1/2 & \mbox k=+1, \\0 & \mbox \end\right.]

The Rademacher distribution has been used in Bootstrapping.

Related distributions

Bernoulli distribution: If X has a Rademacher distribution then Y = 1/2 - X/2 has a Bernoulli(1/2) distribution.

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