Statistical Analysis
Cohen’s h Arcsine Two-Proportion Effect Size & Variance-Stabilized Z-Test
Measure standardized conversion and clinical rate differences across [0, 1] using Jacob Cohen’s arcsine transformation h = 2*ASIN(SQRT(p_1)) - 2*ASIN(SQRT(p_2)).
Why a 4% lift from 1% to 5% carries 3x the statistical signal of 51% to 55%
Binomial variance p * (1 - p) shrinks rapidly near 0% and 100%, so raw percentage-point differences (p_1 - p_2) are NOT equally detectable across the probability scale! Jacob Cohen (*Statistical Power Analysis for the Behavioral Sciences*, 1988) stabilized variance via the angular arcsine-square-root mapping phi(p) = 2 * ASIN(SQRT(p)) (in radians), defining standardized effect size h = phi(p_1) - phi(p_2) with conventional benchmarks |h| = 0.20 (Small), 0.50 (Medium), and 0.80 (Large).
Test two experiments with the exact same +0.04 raw difference on n_1 = n_2 = 200 subjects: lifting conversion from 1% to 5% yields h = 0.4510 - 0.2003 = 0.2507 and arcsine z = h * SQRT(n_1*n_2 / (n_1+n_2)) = 2.5069 (significant at 95%), whereas lifting 51% to 55% yields h = 0.0802 and z = 0.8017 (indistinguishable from sampling noise).
| Comparison (Raw Lift = +0.04) | phi(p_1) & phi(p_2) (rad) | Cohen’s h | Arcsine Z (n1=n2=200) |
|---|---|---|---|
| Tail Rates: 5.0% vs 1.0% | 0.4510 vs 0.2003 | 0.2507 (Small-to-Medium) | 2.5069 (Significant) |
| Midrange: 55.0% vs 51.0% | 1.6710 vs 1.5908 | 0.0802 (Negligible < 0.20) | 0.8017 (Noise) |
| Identical: 25.0% vs 25.0% | 1.0472 vs 1.0472 | 0.0000 | 0.0000 |
Cohen’s h Radian Arcsine Formula
Guard that both proportions lie in [0, 1] and evaluate 2 * ASIN(SQRT(p_1)) - 2 * ASIN(SQRT(p_2)) directly in radians (do NOT wrap in DEGREES!).
=IF(OR(B2 < 0, B2 > 1, B3 < 0, B3 > 1), "INVALID_PROB", ROUND(2 * ASIN(SQRT(B2)) - 2 * ASIN(SQRT(B3)), 4))Variance-Stabilized Arcsine Z-Statistic & Benchmark Tier
Multiply unrounded h by harmonic-root sample factor SQRT((n_1 * n_2) / (n_1 + n_2)) to test H_0: p_1 = p_2.
=LET(h_raw, 2 * ASIN(SQRT(B2)) - 2 * ASIN(SQRT(B3)), ROUND(h_raw * SQRT((B4 * B5) / (B4 + B5)), 4))Try the example
Use the original values or change them to test your understanding.