Rademacher distribution

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Rademacher
Probability mass function
Cumulative distribution function
Parameters
Support k=\{-1,1\}\,
Probability mass function (pmf) \begin{matrix} 1/2 & \mbox{for }k=-1 \\1/2 & \mbox{for }k=1 \end{matrix}
Cumulative distribution function (cdf) \begin{matrix} 0 & \mbox{for }k<-1 \\1/2 & \mbox{for }-1<k<1\\1 & \mbox{for }k>1 \end{matrix}
Mean 0\,
Median 0\,
Mode N/A
Variance 1\,
Skewness 0\,
Excess kurtosis -2\,
Entropy \ln(2)\,
Moment-generating function (mgf) \cosh(t)\,
Characteristic function \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\{\begin{matrix} 1/2 & \mbox {if }k=-1, \\ 1/2 & \mbox {if }k=+1, \\ 0 & \mbox {otherwise.}\end{matrix}\right.

The Rademacher distribution has been used in bootstrapping.

[edit] Related distributions

Image:Bvn-small.png Probability distributions [ view • talk • edit ]
Univariate Multivariate
Discrete: Benford • Bernoulli • binomial • Boltzmann • categorical • compound Poisson • degenerate • Gauss-Kuzmin • geometric • hypergeometric • logarithmic • negative binomial • parabolic fractal • Poisson • Rademacher • Skellam • uniform • Yule-Simon • zeta • Zipf • Zipf-Mandelbrot Ewens • multinomial • multivariate Polya
Continuous: Beta • Beta prime • Cauchy • chi-square • Dirac delta function • Erlang • exponential • exponential power • F • fading • Fisher's z • Fisher-Tippett • Gamma • generalized extreme value • generalized hyperbolic • generalized inverse Gaussian • Half-Logistic • Hotelling's T-square • hyperbolic secant • hyper-exponential • hypoexponential • inverse chi-square • inverse Gaussian • inverse gamma • Kumaraswamy • Landau • Laplace • Lévy • Lévy skew alpha-stable • logistic • log-normal • Maxwell-Boltzmann • Maxwell speed • normal (Gaussian) • normal inverse Gaussian • Pareto • Pearson • polar • raised cosine • Rayleigh • relativistic Breit-Wigner • Rice • shifted Gompertz • Student's t • triangular • type-1 Gumbel • type-2 Gumbel • uniform • Variance-Gamma • Voigt • von Mises • Weibull • Wigner semicircle • Wilks' lambda Dirichlet • Kent • matrix normal • multivariate normal • multivariate Student • von Mises-Fisher • Wigner quasi • Wishart
Miscellaneous: Cantor • conditional • exponential family • infinitely divisible • location-scale family • marginal • maximum entropy • phase-type • posterior • prior • quasi • sampling • singular
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