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)
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(4)
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(5)
|
Here,
is the unbiased estimator. The skewness
and kurtosis excess of this distribution are
(6)
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(7)
|