Thursday, 16 June 2016

probability theory - Show that limlimitsnrightarrowinftyensumlimitsnk=0fracnkk!=frac12



Show that lim using the fact that if X_j are independent and identically distributed as Poisson(1), and S_n=\sum\limits_{j=1}^n X_j then \displaystyle\frac{S_n-n}{\sqrt{n}}\rightarrow N(0,1) in distribution.



I know that \displaystyle\frac{e^{-n} n^k}{k!} is the pdf of K that is Poisson(n) and k=\sum\limits_{j=1}^n X_j is distributed Poisson(n), but I don't know what I can do next.


Answer



Hint: e^{-n} \sum_{k=0}^n \dfrac{n^k}{k!} is the probability of what?



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