Distribution of sine of uniform random variable on $[0, 2\pi]$
Let $X$ be a continuous random variable having uniform distribution on $[0, 2\pi]$. What distribution has the random variable $Y=\sin X$ ? I think, it is also uniform. Am I right?
By the Jacobian formula, $$f_Y(y)=\frac{\mathbf 1_{|y|\lt1}}{\pi\sqrt{1-y^2}}.$$ This is the so-called Arcsine distribution, which famously appears in probability theory and in number theory, as shown by two mathematical giants from the 20th century:
$\qquad\qquad\qquad\qquad$
The support of the distribution is of course $[-1,1]$. For $y\in[0,1]$, we have \begin{align} \Pr(Y\le y) & = \Pr(0\le X\le\arcsin y\text{ or }2\pi\ge X\ge \pi-\arcsin y) \\[10pt] & = \frac{\arcsin y + (2\pi-(\pi-\arcsin y))}{2\pi}. \end{align} The density is the derivative of that, and that is not a constant function, so it's not uniformly distributed.