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Rademacher distribution : ウィキペディア英語版 | Rademacher distribution
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 either +1 or -1.〔Hitczenko P, Kwapień S (1994) On the Rademacher series. Progress in probability 35: 31-36〕 A series of Rademacher distributed variables can be regarded as a simple symmetrical random walk where the step size is 1. ==Mathematical formulation==
The probability mass function of this distribution is : It can be also written as a probability density function, in terms of the Dirac delta function, as :
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