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probability theory > probability distribution > Rademacher distribution

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Rademacher distribution  

Definición

  • In probability theory and statistics, the Rademacher distribution (which is named after Hans Rademacher) is a discrete probability distribution where a random variate X has a 50% chance of being +1 and a 50% chance of being -1.
    A series (that is, a sum) of Rademacher distributed variables can be regarded as a simple symmetrical random walk where the step size is 1.
    (Wikipedia, The Free Encyclopedia, https://en.wikipedia.org/wiki/Rademacher_distribution)

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