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2016 Paper 2 Q13
D: 1600.0 B: 1516.0
probability binomial distribution Poisson distribution normal approximation Stirling's approximation continuity correction asymptotic approximation standard normal distribution

  1. The random variable \(X\) has a binomial distribution with parameters \(n\) and \(p\), where \(n=16\) and \(p=\frac12\). Show, using an approximation in terms of the standard normal density function $\displaystyle \tfrac{1}{\sqrt{2\pi}} \, \e ^{-\frac12 x^2} $, that \[ \P(X=8) \approx \frac 1{2\sqrt{2\pi}} \,. \]
  2. By considering a binomial distribution with parameters \(2n\) and \(\frac12\), show that \[ (2n)! \approx \frac {2^{2n} (n!)^2}{\sqrt{n\pi}} \,. \]
  3. By considering a Poisson distribution with parameter \(n\), show that \[ n! \approx \sqrt{2\pi n\, } \, \e^{-n} \, n^n \,. \]

Solution:

  1. \(X \sim B(16, \tfrac12)\), then \(X \approx N(8, 2^2)\), in particular \begin{align*} && \mathbb{P}(X = 8) &\approx \mathbb{P} \left ( 8 - \frac12 \leq 2Z + 8 \leq 8 + \frac12 \right) \\ &&&= \mathbb{P} \left (-\frac14 \leq Z \leq \frac14 \right) \\ &&&= \int_{-\frac14}^{\frac14} \frac{1}{\sqrt{2 \pi}}e^{-\frac12 x^2} \d x \\ &&&\approx \frac{1}{\sqrt{2\pi}} \int_{-\frac14}^{\frac14} 1\d x\\ &&&= \frac{1}{2 \sqrt{2\pi}} \end{align*}
  2. Suppose \(X \sim B(2n, \frac12)\) then \(X \approx N(n, \frac{n}{2})\), and \begin{align*} && \mathbb{P}(X = n) &\approx \mathbb{P} \left ( n - \frac12 \leq \sqrt{\frac{n}{2}} Z + n \leq n + \frac12 \right) \\ &&&= \mathbb{P} \left ( - \frac1{\sqrt{2n}} \leq Z \leq \frac1{\sqrt{2n}}\right) \\ &&&= \int_{-\frac1{\sqrt{2n}}}^{\frac1{\sqrt{2n}}} \frac{1}{\sqrt{2 \pi}} e^{-\frac12 x^2} \d x \\ &&&\approx \frac{1}{\sqrt{n\pi}}\\ \Rightarrow && \binom{2n}{n}\frac1{2^n} \frac{1}{2^n} & \approx \frac{1}{\sqrt{n \pi}} \\ \Rightarrow && (2n)! &\approx \frac{2^{2n}(n!)^2}{\sqrt{n\pi}} \end{align*}
  3. \(X \sim Po(n)\), then \(X \approx N(n, (\sqrt{n})^2)\), therefore \begin{align*} && \mathbb{P}(X = n) &\approx \mathbb{P} \left (-\frac12 \leq \sqrt{n} Z \leq \frac12 \right) \\ &&&= \int_{-\frac{1}{2 \sqrt{n}}}^{\frac{1}{2 \sqrt{n}}} \frac{1}{\sqrt{2\pi}}e^{-\frac12 x^2} \d x \\ &&&\approx \frac{1}{\sqrt{2 \pi n}} \\ \Rightarrow && e^{-n} \frac{n^n}{n!} & \approx \frac{1}{\sqrt{2 \pi n}} \\ \Rightarrow && n! &\approx \sqrt{2 \pi n} e^{-n}n^n \end{align*}

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1999 Paper 2 Q8
D: 1600.0 B: 1500.0
trigonometric series summation differentiation small angle approximation proof sin sum formula asymptotic approximation product-to-sum

Prove that $$ \sum_{k=0}^n \sin k\theta = \frac { \cos \tfrac12\theta - \cos (n+ \tfrac12) \theta} {2\sin \tfrac12\theta}\;. \tag{*}$$

  1. Deduce that, when \(n\) is large, \[ \sum_{k=0}^n \sin \left(\frac{k\pi}{n}\right) \approx \frac{2n}\pi\;. \]
  2. By differentiating \((*)\) with respect to \(\theta\), or otherwise, show that, when \(n\) is large, \[ \sum_{k=0}^n k \sin^2 \left(\frac{k\pi}{2n}\right) \approx \left(\frac{1}4 +\frac{1}{\pi^2} \right)n^2\;. \]

Solution: \begin{align*} && \sum_{k=0}^n \sin k\theta &= \textrm{Im} \left ( \sum_{k=0}^n e^{i k \theta}\right)\\ &&&= \textrm{Im} \left ( \frac{e^{i(n+1)\theta}-1}{e^{i \theta}-1} \right)\\ &&&= \textrm{Im} \left ( \frac{e^{i(n+\tfrac12)\theta}-e^{-i\theta/2}}{e^{i \theta/2}-e^{-i \theta/2}} \right)\\ &&&= \textrm{Im} \left ( \frac{(e^{i(n+\tfrac12)\theta}-e^{-i\theta/2})/2i}{(e^{i \theta/2}-e^{-i \theta/2})/2i} \right)\\ &&&= \textrm{Im} \left ( \frac{(e^{i(n+\tfrac12)\theta}-e^{-i\theta/2})/i}{2\sin \tfrac12 \theta} \right)\\ &&&= \frac{\cos \tfrac12 \theta - \cos(n+ \tfrac12)\theta}{2\sin \tfrac12 \theta} \end{align*}

  1. When \(n\) is large we have \begin{align*} &&\sum_{k=0}^n \sin \left(\frac{k\pi}{n}\right) &= \frac{\cos \frac{\pi}{2n} - \cos \frac{(2n + 1)\pi}{2n}}{2 \sin \frac{\pi}{2n}} \\ &&&= \frac{\cos \frac{\pi}{2n} +\cos \frac{\pi}{2n}}{2 \sin \frac{\pi}{2n}} \\ &&&\approx \frac{1- \frac{\pi^2}{4n^2}}{\frac{\pi}{2n}} \\ &&&= \frac{2n}{\pi} - \frac{\pi}{2n} \\ &&&\approx \frac{2n}{\pi} \end{align*}
  2. \(\,\) \begin{align*} && \sum_{k=0}^n \sin k\theta &= \frac { \cos \tfrac12\theta - \cos (n+ \tfrac12) \theta} {2\sin \tfrac12\theta} \\ \frac{\d }{\d \theta}: && \sum_{k=0}^n k\cos k\theta &= \frac { (-\tfrac12\sin\tfrac12\theta +(n+\tfrac12) \sin (n+ \tfrac12) \theta)2 \sin \tfrac12 \theta - (\cos \tfrac12\theta - \cos (n+ \tfrac12) \theta) \cos \tfrac12 \theta} {4\sin^2 \tfrac12\theta} \\ &&&= \frac{-\sin^2 \tfrac12 \theta+(2n+1)\sin(n+\tfrac12)\theta \sin \tfrac12 \theta-\cos^2\tfrac12 \theta+\cos(n+\frac12)\theta \cos\tfrac12 \theta}{4 \sin^2 \tfrac12 \theta} \\ &&&= \frac{(2n+1)\sin(n+\tfrac12)\theta \sin \tfrac12 \theta+\cos(n+\frac12)\theta \cos\tfrac12 \theta-1}{4 \sin^2 \tfrac12 \theta} \\ &&&= \frac{2n\sin(n+\tfrac12)\theta \sin \tfrac12 \theta+\cos n \theta-1}{4 \sin^2 \tfrac12 \theta} \\ \\ \Rightarrow && \sum_{k=0}^n k\left ( 1-2\sin^2 \left ( \frac{k\theta}{2} \right) \right) &= \frac{2n\sin(n+\tfrac12)\theta \sin \tfrac12 \theta+\cos n \theta-1}{4 \sin^2 \tfrac12 \theta} \\ \Rightarrow && \sum_{k=0}^n k\sin^2 \left ( \frac{k\theta}{2} \right) &= \frac{n(n+1)}{4} - \frac{2n\sin(n+\tfrac12)\theta \sin \tfrac12 \theta+\cos n \theta-1}{8 \sin^2 \tfrac12 \theta} \\ \theta = \frac{\pi}{n}: && \sum_{k=0}^n k\sin^2 \left ( \frac{k\pi}{2n} \right) &= \frac{n(n+1)}{4} - \frac{2n\sin(n+\tfrac12)\frac{\pi}{n}\sin \tfrac12 \frac{\pi}{n}+\cos n \frac{\pi}{n}-1}{8 \sin^2 \tfrac12 \frac{\pi}{n}} \\ &&&= \frac{n(n+1)}{4} - \frac{-2n \sin^2 \frac{\pi}{2n}-2}{8 \sin^2 \tfrac12 \frac{\pi}{n}} \\ &&&= \frac{n^2+n}{4} + \frac{n}{4} + \frac{1}{4\sin^2\frac{\pi}{2n}} \\ &&&\approx \frac{n^2}4 + \frac{n}{2}+ \frac{n^2}{\pi^2} \\ &&&= \left ( \frac14 + \frac{1}{\pi^2} \right)n^2 + \frac{n}{4} \\ &&&\approx \left ( \frac14 + \frac{1}{\pi^2} \right)n^2 \end{align*}

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