 Arcsine quantiles and moments

Inverting $F(x)=p$ gives the quantile functionConsequently, inverse transform sampling uses $X={\sin }^2(\pi U/2)$ with $U$ uniform on $(0,1)$. The quartiles are $(2-\sqrt{2})/4$, $1/2$ and $(2+\sqrt{2})/4$.^[ref]

The first and third quartiles are about $0.1464$ and $0.8536$, so the central half of the probability spans about $0.7071$ of the unit interval. Under a uniform distribution, its width would be $0.5$.

The symmetric probability distribution gives $\mathbb{E}[X]=1/2$. The angle representation gives a short calculation of the second moment:Use ${\sin }^4\theta =(3-4\cos 2\theta +\cos 4\theta )/8$ to evaluate the integral. A uniform distribution on $[0,1]$ has variance $1/12$; the larger variance $1/8$ quantifies the greater spread toward the ends.

More generally, for a nonnegative integer $n$, the beta function yieldsFor $n=0$ this is one; for $n=1,2$ it reproduces the values above. The central binomial coefficient thus appears in an exact moment calculation for a continuous probability distribution.