Arcsine distribution Created 2026-10-14 Updated 2026-10-18
The standard arcsine distribution is a continuous probability distribution on with probability density function
It 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]
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.
Figure 1.
Uniform angles project unevenly onto a diameter
. Original calculated geometry. The circle marks an equally spaced angle grid to illustrate the uniform-angle model; these are not experimental observations. Horizontal projection gives on . The right curve is its exact probability density function ; the standard variable is . Details.
For an original comparison, take equal-length regions: the middle half , and the two outside quarters together. Then
A uniform distribution on instead assigns each region probability . Both distributions have mean ; the mean alone hides their different concentration.
Specify whether two parameters mean endpoints or location and width. With endpoints , define for a standard arcsine distribution variable . Then
This is a location-scale family with location and width . Its mean is and its variance is . A convention using parameters for location and width instead has right endpoint , so it must not be read as having endpoints .[ref]
For example, a chosen interval gives mean and variance , while its density still concentrates toward both endpoints. It is a bounded probability distribution; its endpoint singularities do not make its support infinite.
Inverting gives the quantile function
Consequently, inverse transform sampling uses with uniform on . The quartiles are , and .[ref]
The first and third quartiles are about and , so the central half of the probability spans about of the unit interval. Under a uniform distribution, its width would be .
The symmetric probability distribution gives . The angle representation gives a short calculation of the second moment:
Use to evaluate the integral. A uniform distribution on has variance ; the larger variance quantifies the greater spread toward the ends.
More generally, for a nonnegative integer , the beta function yields
For this is one; for it reproduces the values above. The central binomial coefficient thus appears in an exact moment calculation for a continuous probability distribution.