Saturday, 29 March 2014

Calculate limit involving binomial coefficient



How can I calculate this limit. Let p[0,1] and kN.



\lim\limits_{n\to\infty}\binom{n}{k}p^k(1-p)^{n-k}.



Any idea how to do it ?


Answer



A sketch of proof: The element is
\frac{n(n-1)(n-2)\dots(n-k+1)}{k!} \left(\frac p{1-p}\right)^k (1-p)^n \\= A_k n(n-1)(n-2)\dots(n-k+1)(1-p)^n for a certain A_k which does not influence the convergence.



When n\to\infty this is equivalent to
a_n = A_k n^k(1-p)^n



But a_{n+1}/a_n = \left(\frac{n+1}{n}\right)^k(1-p) < 1-\frac p2 as soon as p\neq 1, for n big enough. So the limit is 0 in that case (prove it using induction).



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