Statistical distribution of the difference of two proportions.
Differences of two proportions or rates occur most frequently in biomedical research. However, as far as published work in the Statistics in Medicine are concerned, only approximations have been used to study the distribution of such differences. In this Letter, we derive the exact probability distribution of the difference of two proportions. The expression involves a well-known special function. It is expected that this result could be widely useful for medical practitioners.