Rademacher Distribution

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.

It can be also written, in terms of the Dirac delta function, as


f(k) = \frac{1}{2} \left( \delta \left( k - 1 \right) + \delta \left( k + 1 \right) \right).

The Rademacher distribution has been used in bootstrapping.

Read more about Rademacher Distribution:  Related Distributions

Famous quotes containing the word distribution:

    In this distribution of functions, the scholar is the delegated intellect. In the right state, he is, Man Thinking. In the degenerate state, when the victim of society, he tends to become a mere thinker, or, still worse, the parrot of other men’s thinking.
    Ralph Waldo Emerson (1803–1882)