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Rademacher distribution

 
Wikipedia: Rademacher distribution


Rademacher
Probability mass function
Cumulative distribution function
Parameters
Support k \in \{-1,1\}\,
Probability mass function (pmf)  f(k) = 
    \begin{cases}
     1/2, & k = -1 \\
     1/2, & k = 1
    \end{cases}
Cumulative distribution function (cdf)  F(k) = 
    \begin{cases}
     0,   & k < -1 \\
     1/2, & -1 \leq k < 1 \\
     1,   & k \geq 1
    \end{cases}
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.

Related distributions


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Wikipedia. This article is licensed under the Creative Commons Attribution/Share-Alike License. It uses material from the Wikipedia article "Rademacher distribution" Read more