Rademacher distribution

Rademacher distribution

Probability distribution
name =Rademacher
type =mass
pdf_

cdf_

parameters =
support =k={-1,1},
pdf = egin{matrix} 1/2 & mbox{for }k=-1 \1/2 & mbox{for }k=1 end{matrix}
cdf = egin{matrix} 0 & mbox{for }k<-1 \1/2 & mbox{for }-11 end{matrix}
mean =0,
median =0,
mode =N/A
variance =1,
skewness =0,
kurtosis =-2,
entropy =ln(2),
mgf =cosh(t),
char =cos(t),

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{egin{matrix} 1/2 & mbox {if }k=-1, \1/2 & mbox {if }k=+1, \0 & mbox {otherwise.}end{matrix} ight.

The Rademacher distribution has been used in bootstrapping.

Related distributions

* Bernoulli distribution: If "X" has a Rademacher distribution then frac{X+1}{2} has a Bernoulli(1/2) distribution.


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