Mathsboi
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I read this in a book (it was stats and about poisson approx to normal)
Given was this:
n(n-1)(n-2) \cdots (n-r+1) = \frac{n!}{(n-r)!} \approx n^r
Stating that "Stirling's approximation" had been used.
So I looked the up and found:
\ln n! \approx n\ln n - n\
In the poisson distribution n is very large and r is very small compared to n so all the terms in the given equation approximate to n... This gives me my \approx n^r
But I just wondered where the Stirling equation comes into it...
\ln (\frac{n!}{(n-r)!}) = \ln(n!) - \ln((n-r)!) \
\approx n\ln n - n - \left[ (n-r)\ln((n-r)) - (n-r) \right]\
\approx n\ln n - n - (n-r)\ln((n-r)) + n - r \
\approx n\ln n - (n-r)\ln((n-r)) -r \
...
That's as far as I got...
\approx \ln (n^n) - \ln((n-r)^{(r-n)}) -r \
Unless taking logs, instead of to base e, to base n...
\approx Log_n (n^n) - Log_n ((n-r)^{(r-n)}) -r \
Then...
Log_n (n^n) - Log_n ((n-r)^{(r-n)}) = r\
n^n - (n-r)^{(n-r)} = n^r\
^ not sure if that's correct though
Can anyone help?
Given was this:
n(n-1)(n-2) \cdots (n-r+1) = \frac{n!}{(n-r)!} \approx n^r
Stating that "Stirling's approximation" had been used.
So I looked the up and found:
\ln n! \approx n\ln n - n\
In the poisson distribution n is very large and r is very small compared to n so all the terms in the given equation approximate to n... This gives me my \approx n^r
But I just wondered where the Stirling equation comes into it...
\ln (\frac{n!}{(n-r)!}) = \ln(n!) - \ln((n-r)!) \
\approx n\ln n - n - \left[ (n-r)\ln((n-r)) - (n-r) \right]\
\approx n\ln n - n - (n-r)\ln((n-r)) + n - r \
\approx n\ln n - (n-r)\ln((n-r)) -r \
...
That's as far as I got...
\approx \ln (n^n) - \ln((n-r)^{(r-n)}) -r \
Unless taking logs, instead of to base e, to base n...
\approx Log_n (n^n) - Log_n ((n-r)^{(r-n)}) -r \
Then...
Log_n (n^n) - Log_n ((n-r)^{(r-n)}) = r\
n^n - (n-r)^{(n-r)} = n^r\
^ not sure if that's correct though
Can anyone help?