diff options
Diffstat (limited to 'content/know/concept/binomial-distribution')
-rw-r--r-- | content/know/concept/binomial-distribution/index.pdc | 31 |
1 files changed, 16 insertions, 15 deletions
diff --git a/content/know/concept/binomial-distribution/index.pdc b/content/know/concept/binomial-distribution/index.pdc index e644164..183e7e9 100644 --- a/content/know/concept/binomial-distribution/index.pdc +++ b/content/know/concept/binomial-distribution/index.pdc @@ -115,7 +115,8 @@ By inserting $q = 1 - p$, we arrive at the desired expression. </div> As $N \to \infty$, the binomial distribution -turns into the continuous normal distribution: +turns into the continuous normal distribution, +a fact that is sometimes called the **de Moivre-Laplace theorem**: $$\begin{aligned} \boxed{ @@ -142,9 +143,9 @@ We use Stirling's approximation to calculate the factorials in $D_m$: $$\begin{aligned} \ln\!\big(P_N(n)\big) - &= \ln(N!) - \ln(n!) - \ln\!\big((N - n)!\big) + n \ln(p) + (N - n) \ln(q) + &= \ln\!(N!) - \ln\!(n!) - \ln\!\big((N - n)!\big) + n \ln\!(p) + (N - n) \ln\!(q) \\ - &\approx \ln(N!) - n \big( \ln(n)\!-\!\ln(p)\!-\!1 \big) - (N\!-\!n) \big( \ln(N\!-\!n)\!-\!\ln(q)\!-\!1 \big) + &\approx \ln\!(N!) - n \big( \ln\!(n)\!-\!\ln\!(p)\!-\!1 \big) - (N\!-\!n) \big( \ln\!(N\!-\!n)\!-\!\ln\!(q)\!-\!1 \big) \end{aligned}$$ For $D_0(\mu)$, we need to use a stronger version of Stirling's approximation @@ -152,16 +153,16 @@ to get a non-zero result. We take advantage of $N - N p = N q$: $$\begin{aligned} D_0(\mu) - &= \ln(N!) - \ln\!\big((N p)!\big) - \ln\!\big((N q)!\big) + N p \ln(p) + N q \ln(q) + &= \ln\!(N!) - \ln\!\big((N p)!\big) - \ln\!\big((N q)!\big) + N p \ln\!(p) + N q \ln\!(q) \\ - &= \Big( N \ln(N) - N + \frac{1}{2} \ln(2\pi N) \Big) - - \Big( N p \ln(N p) - N p + \frac{1}{2} \ln(2\pi N p) \Big) \\ - &\qquad - \Big( N q \ln(N q) - N q + \frac{1}{2} \ln(2\pi N q) \Big) - + N p \ln(p) + N q \ln(q) + &= \Big( N \ln\!(N) - N + \frac{1}{2} \ln\!(2\pi N) \Big) + - \Big( N p \ln\!(N p) - N p + \frac{1}{2} \ln\!(2\pi N p) \Big) \\ + &\qquad - \Big( N q \ln\!(N q) - N q + \frac{1}{2} \ln\!(2\pi N q) \Big) + + N p \ln\!(p) + N q \ln\!(q) \\ - &= N \ln(N) - N (p + q) \ln(N) + N (p + q) - N - \frac{1}{2} \ln(2\pi N p q) + &= N \ln\!(N) - N (p + q) \ln\!(N) + N (p + q) - N - \frac{1}{2} \ln\!(2\pi N p q) \\ - &= - \frac{1}{2} \ln(2\pi N p q) + &= - \frac{1}{2} \ln\!(2\pi N p q) = \ln\!\Big( \frac{1}{\sqrt{2\pi \sigma^2}} \Big) \end{aligned}$$ @@ -170,17 +171,17 @@ This is indeed the case: $$\begin{aligned} D_1(n) - &= - \big( \ln(n)\!-\!\ln(p)\!-\!1 \big) + \big( \ln(N\!-\!n)\!-\!\ln(q)\!-\!1 \big) - 1 + 1 + &= - \big( \ln\!(n)\!-\!\ln\!(p)\!-\!1 \big) + \big( \ln\!(N\!-\!n)\!-\!\ln\!(q)\!-\!1 \big) - 1 + 1 \\ - &= - \ln(n) + \ln(N - n) + \ln(p) - \ln(q) + &= - \ln\!(n) + \ln\!(N - n) + \ln\!(p) - \ln\!(q) \\ D_1(\mu) - &= \ln(N q) - \ln(N p) + \ln(p) - \ln(q) - = \ln(N p q) - \ln(N p q) + &= \ln\!(N q) - \ln\!(N p) + \ln\!(p) - \ln\!(q) + = \ln\!(N p q) - \ln\!(N p q) = 0 \end{aligned}$$ -For the same reason, we expect that $D_2(\mu)$ is negative +For the same reason, we expect that $D_2(\mu)$ is negative. We find the following expression: $$\begin{aligned} |