the incredible accuracy of Stirling’s approximation
The last riddle from the Riddler [last before The Election] summed up to find the probability of a Binomial B(2N,½) draw ending up at the very middle, N. Which is
If one uses the standard Stirling approximation to the factorial function,
log(N!)≈Nlog(N) – N + ½log(2πN)
the approximation to ℘ is 1/√πN, which is not perfect for the small values of N. Introducing the second order Stirling approximation,
log(N!)≈Nlog(N) – N + ½log(2πN) + 1/12N
the approximation become
℘≈exp(-1/8N)/√πN
which fits almost exactly from the start. This accuracy was already pointed out by William Feller, Section II.9.
December 7, 2016 at 7:29 am
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