Rademacher distribution

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Rademacher
Probability mass function
Cumulative distribution function
Parameters
Support
Probability mass function (pmf)
Cumulative distribution function (cdf)
Mean
Median
Mode N/A
Variance
Skewness
Excess kurtosis
Entropy
Moment-generating function (mgf)
Characteristic function

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

The Rademacher distribution has been used in bootstrapping.

Related distributions

  • Bernoulli distribution: If X has a Rademacher distribution then has a Bernoulli(1/2) distribution.

it:Variabile casuale di Rademacher


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