If and are the observed proportions from standard normally distributed samples with proportion of success , then the probability that
(1)
|
will be as great as observed is
(2)
|
where
(3)
| |||
(4)
| |||
(5)
|
Here, is the unbiased estimator. The skewness and kurtosis excess of this distribution are
(6)
| |||
(7)
|