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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
: f(k) = \left\k=-1, \\
1/2 & \mbox k=+1, \\
0 & \mbox \end\right.
It can be also written as a probability density function, in terms of the Dirac delta function, as
: f( k ) = \frac \left( \delta \left( k - 1 \right) + \delta \left( k + 1 \right) \right).

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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