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

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 ?

Answer 1

[James Tursa]

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;

[Fox]

Thank you.