How do I create a random variable which follows the Rademacher Distribution?

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Fox
Fox 2015-12-21
评论： Fox 2015-12-21
Hello I want to make a form of wild bootstrap of a residual from a regression. I have to multiply my residual with a random variable which follows the rademacher distribution. => How can I create such a random variable?
Can somebody help me to solve this problem ?

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James Tursa
James Tursa 2015-12-21
编辑：James Tursa 2015-12-21
One way:
n = number of samples; % <-- The number of samples you want
mp = [-1 1]; % <-- The two values you want as outputs
x = mp((rand(1,n)<.5)+1); % <-- Randomly pick one of the two values for n samples.
Another way:
x = (rand(1,n)<.5)*2 - 1;

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