Haar scaling function (${\varphi }_{J,k}=2^{J/2}{1}_{I_{J,k}}$)

At level $J$, a Haar scaling function is the normalized indicator function ${\varphi }_{J,k}=2^{J/2}{1}_{I_{J,k}}$ of the dyadic interval $I_{J,k}=[k{2}^{-J},(k+1)2^{-J})$. Its L2 norm is one because its squared height is $2^J$ and its support length is $2^{-J}$.

For a real square-integrable function $f$, its coefficient isMultiplying the coefficient by the Haar scaling function restores the cell average on that interval. The disjoint supports make the functions at one level an orthonormal basis of the cellwise-constant subspace. This normalization is also what turns coefficient variances in the Gaussian white noise model into $1/n$ and cellwise variances into $2^J/n$ in the Haar projection estimator in Gaussian white noise.