The standard arcsine distribution is a continuous probability distribution on with probability density functionIt is the beta distribution with both parameters equal to . The density grows without bound toward both endpoints, yet neither endpoint has any probability mass. Its name comes from the inverse sine in its cumulative distribution function.[ref]
The Arcsine Distribution. Random: Probability, Mathematical Statistics, Stochastic Processes by Kyle Siegrist; The Standard Arcsine Distribution, Distribution Functions and Related Distributions: density, normalization, beta representation and CDF
A useful way to see the shape is to choose a point uniformly around a circle and project it onto a diameter. Equal angular intervals do not give equal horizontal distances: the projection moves slowly near either end. An ideal harmonic oscillator sampled at a uniformly chosen time in one complete period has the same endpoint concentration after rescaling its position. The distribution translates a simple geometric slowdown into a precise probability calculation.
For an original comparison, take equal-length regions: the middle half , and the two outside quarters together. ThenA uniform distribution on instead assigns each region probability . Both distributions have mean ; the mean alone hides their different concentration.
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