represents the arc sine distribution supported between and .

represents the arc sine distribution supported between zero and one.


Background & Context
Background & Context

  • ArcSinDistribution[{xmin,xmax}] represents a particular statistical distribution defined for values between and . It is named for the functional form of its cumulative distribution function (CDF), which is a normalized arc sine function. Its probability density function (PDF) is concave up, attains its absolute minimum at and has reflective symmetry about the midpoint of its domain, and has potential singularities (where it asymptotically approaches infinity) at points near both and .
  • The arc sine distribution arises naturally in a number of mathematical contexts, including probability theory and number theory. Much of the overall behavior of a one-dimensional Wiener process is described by three so-called arc sine laws attributed to Lévy. These laws state that the proportion of time for which the process is positive, the time of its last zero, and the times at which it achieves a maximum are all arc sine-distributed. A number theoretic result attributed to Erdős relates the arc sine distribution to the number of small prime divisors of a given integer. More recently, the arc sine distribution has also been shown to be the limiting distribution for probabilistic models of quantum coin flips.
  • RandomVariate can be used to give one or more machine- or arbitrary-precision (the latter via the WorkingPrecision option) pseudorandom variates from an arc sine distribution. Distributed[x,ArcSinDistribution[{xminxmax}]], written more concisely as , can be used to assert that a random variable x is distributed according to an arc sine distribution. Such an assertion can then be used in functions such as Probability, NProbability, Expectation, and NExpectation.
  • The probability density and cumulative distribution functions may be returned using PDF[ArcSinDistribution[{xmin,xmax}],x] and CDF[ArcSinDistribution[{xmin,xmax}],x]. The mean, median, variance, raw moments, and central moments may be computed using Mean, Median, Variance, Moment, and CentralMoment, respectively.
  • DistributionFitTest can be used to test if a given dataset is consistent with an arc sine distribution, EstimatedDistribution to estimate an arc sine parametric distribution from given data, and FindDistributionParameters to fit data to an arc sine distribution. ProbabilityPlot can be used to generate a plot of the CDF of given data against the CDF of a symbolic arc sine distribution and QuantilePlot to generate a plot of the quantiles of given data against the quantiles of a symbolic arc sine distribution.
  • TransformedDistribution can be used to represent a transformed arc sine distribution, CensoredDistribution to represent the distribution of values censored between upper and lower values, and TruncatedDistribution to represent the distribution of values truncated between upper and lower values. CopulaDistribution can be used to build higher-dimensional distributions that contain an arc sine distribution and ProductDistribution can be used to compute a joint distribution with independent component distributions involving arc sine distributions.
  • The arc sine distribution is closely related to a number of other distributions. For example, the standard arc sine distribution ArcSinDistribution[{0,1}] is precisely equal to the beta distribution BetaDistribution[1/2,1/2]. As a result, ArcSinDistribution inherits many of the relationships of the BetaDistribution. ArcSinDistribution can likewise be viewed as a type-1 PearsonDistribution in the sense that PDF[ArcSinDistribution[{0,1}],x] is equal to PDF[PearsonDistribution[1,1,-1/2,1,-1,0],x]. It is also closely related to UniformDistribution, PERTDistribution, ChiSquareDistribution, GammaDistribution, and BetaPrimeDistribution.
Introduced in 2010
| Updated in 2015
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