Otro
The Arcsine Transformation of a Binomial Random Variable
Autor
Boucher, Chris
Resumen
The arcsine transformation converts a binomial random variable into one that is nearly normal and whose variance depends very little on the parameter p. If X is a binomial random variable with parameters n and p (so X models the number of heads in n tosses of a coin that is weighted to have probability p of landing heads), then Y=sin^(-1)(sqrt(X/n)) is the arcsine transformation of X. The distribution of Y is nearly normal with mean sin^(-1)(sqrt(p)) and variance 1/(4*n). The histogram in the image is the distribution of Y with the rectangle heights scaled so that the sum of their areas is one, and the black curve is the approximating normal density function Componente Curricular::Educação Superior::Ciências Exatas e da Terra::Matemática