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 +1 and a 50% chance of being -1. 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 of Rademacher distributed variables can be regarded as a simple symmetrical random walk where the step size is 1. The probability mass function of this distribution is In terms of the Dirac delta function, as Van Zuijlen has proved the following result. Let Xi be a set of independent Rademacher distributed random variables. Then