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Is there a name for this distribution: $$P(X = 1) = P(X = -1) = 0.5?$$

I'm currently writing $2X-1$ where $X \sim \text{Ber}(0.5)$.

1 Answers1

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It is the Rademacher distribution.

user10354138
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  • I am now curious to know what's the shortest accepted answer on Math SE – Snoop Sep 27 '21 at 12:02
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    @Snoop not accepted, but with many upvotes surely this one: https://math.stackexchange.com/questions/74347/construct-a-function-which-is-continuous-in-1-5-but-not-differentiable-at-2/74383#74383 – Carmeister Sep 27 '21 at 20:00