Show using the Poisson distribution that
limn→+∞e−nn∑k=1nkk!=12
Answer
By the definition of Poisson distribution, if in a given interval, the expected number of occurrences of some event is λ, the probability that there is exactly k such events happening is
λke−λk!.
Let λ=n. Then the probability that the Poisson variable Xn with parameter λ takes a value between 0 and n is
P(Xn≤n)=e−nn∑k=0nkk!.
If Yi∼Poi(1) and the random variables Yi are independent, then n∑i=1Yi∼Poi(n)∼Xn, hence the probability we are looking for is actually
P(Y1+⋯+Yn−n√n≤0)=P(Y1+⋯+Yn≤n)=P(Xn≤n).
By the central limit theorem, the variable Y1+⋯+Yn−n√n converges in distribution towards the Gaussian distribution N(0,1). The point is, since the Gaussian has mean 0 and I want to know when it is less than equal to 0, the variance doesn't matter, the result is 12. Therefore,
limn→∞e−nn∑k=0nkk!=limn→∞P(Xn≤n)=limn→∞P(Y1+⋯+Yn−n√n≤0)=P(N(0,1)≤0)=12.
Hope that helps,
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