Arcsine Distribution

Defined over $x\in\left(0,1\right)$ . To get the JKB definition put $x=\frac{u+1}{2}.$ i.e. $L=-1$ and $S=2.$

$$\begin{eqnarray*} f\left(x\right) & = & \frac{1}{\pi\sqrt{x\left(1-x\right)}}\\ F\left(x\right) & = & \frac{2}{\pi}\arcsin\left(\sqrt{x}\right)\\ G\left(q\right) & = & \sin^{2}\left(\frac{\pi}{2}q\right)\end{eqnarray*}$$

$$M\left(t\right)=E^{t/2}I_{0}\left(\frac{t}{2}\right)$$

$$\begin{eqnarray*} \mu_{n}^{\prime} & = & \frac{1}{\pi}\int_{0}^{1}dx\, x^{n-1/2}\left(1-x\right)^{-1/2}\\ & = & \frac{1}{\pi}B\left(\frac{1}{2},n+\frac{1}{2}\right)=\frac{\left(2n-1\right)!!}{2^{n}n!}\end{eqnarray*}$$

$$\begin{eqnarray*} \mu & = & \frac{1}{2}\\ \mu_{2} & = & \frac{1}{8}\\ \gamma_{1} & = & 0\\ \gamma_{2} & = & -\frac{3}{2}\end{eqnarray*}$$

$$h\left[X\right]\approx-0.24156447527049044468$$

$$l_{\mathbf{x}}\left(\cdot\right)=N\log\pi+\frac{N}{2}\overline{\log\mathbf{x}}+\frac{N}{2}\overline{\log\left(1-\mathbf{x}\right)}$$

Implementation: scipy.stats.arcsine