The Arcsine Transformation of a Binomial Random Variable
Requires a Wolfram Notebook System
Interact on desktop, mobile and cloud with the free Wolfram Player or other Wolfram Language products.
The arcsine transformation converts a binomial random variable into one that is nearly normal and whose variance depends very little on the parameter . If is a binomial random variable with parameters and (so models the number of heads in tosses of a coin that is weighted to have probability of landing heads), then is the arcsine transformation of . The distribution of is nearly normal with mean and variance . The histogram in the image is the distribution of with the rectangle heights scaled so that the sum of their areas is one, and the black curve is the approximating normal density function.
Contributed by: Chris Boucher (March 2011)
Open content licensed under CC BY-NC-SA
"The Arcsine Transformation of a Binomial Random Variable"
Wolfram Demonstrations Project
Published: March 7 2011