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Use CLT to show that $$ \lim _{n \rightarrow \infty} e^{-n t} \sum_{k=0}^{n} \frac{(n t)^{k}}{k !}=1=\left\\{\begin{array}{ll} 1, & 01 \end{array}\right. \text { . } $$

Short Answer

Expert verified
This problem involved showing a limit using the Central Limit Theorem (CLT). The equation is proved to hold true, as for \(01\), the equation equals 0.

Step by step solution

01

Analyze the given expression

The expression in question is a sum of exponential terms, which can be written as a series. This series is a form of the Taylor series expansion of \(e\). Because of this similarity, you can use the expansion of \(e^{nt}\) as a starting point.
02

Apply the Taylor Series and limit property of exponential function

Begin by noting that \(e^{nt}\) can be expanded as a Taylor series by definition: \(e^{nt} = \sum_{k=0}^{\infty} \frac{(nt)^{k}}{k!}\). Consider that for \(n \rightarrow \infty\), the function \(e^{-nt}\) approaches 0 for \(t > 1\), 1/2 at \(t = 1\), and 1 for \(t < 1\). The limit for multiplication of a sequence with a function can be shown by multiplication of the individual limits.
03

Apply limits considering three scenarios

In the three scenarios \(01\), apply the limit as \(n \rightarrow \infty\) to the function \(e^{-nt}\): 1. For \(01\), \(e^{-nt}\) approaches 0. The multiplication of this with the original sum equals 0. Hence, in all scenarios, the right-hand side is equal to the left-hand side, and the given equation is true.
04

Summarizing the Results

Apply the CLT and Taylor series expansion of exponential function to show that the given equation satisfies the following conditions: 1. For \(01\), the equation equals to 0.

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Key Concepts

These are the key concepts you need to understand to accurately answer the question.

Taylor Series Expansion
The Taylor series expansion is a powerful mathematical tool used to represent a function as an infinite sum of terms. These terms are calculated from the values of a function's derivatives at a single point.

In essence, if you want to approximate a function, such as an exponential or trigonometric function, around a certain point, the Taylor series gives you a polynomial that gets closer to the original function as you add more terms. For an infinitely differentiable function, the approximation can become exact as the number of terms approaches infinity.

The general formula for the Taylor series expansion of a function f about the point a is:
\[ f(x) = f(a) + f'(a)(x-a) + \frac{f''(a)}{2!}(x-a)^2 + \frac{f'''(a)}{3!}(x-a)^3 + \ldots \]
In the case of the exponential function \(e^{x}\), the Taylor series expansion around 0 (also known as the Maclaurin series) is:
\[ e^{x} = 1 + x + \frac{x^2}{2!} + \frac{x^3}{3!} + \frac{x^4}{4!} + \ldots \]
With this series, we can approximate \(e^{x}\) very accurately by including sufficiently many terms. The provided exercise shows the role of Taylor series in understanding the behavior of exponential functions as n grows large, which is fundamental in the application of the Central Limit Theorem.
Limit Properties of Exponential Functions
Exponential functions have interesting limit properties that are crucial in calculus and analysis. In general, the limit of an exponential function as the exponent approaches infinity is determined by the base of the exponent.

Consider the exponential function \(e^{x}\). As \(x\) becomes large and positive, \(e^{x}\) grows without bound. Conversely, as \(x\) becomes large and negative, \(e^{x}\) approaches zero.

The limits are as follows:
\[ \lim_{{x \to \infty}} e^{x} = \infty, \quad \lim_{{x \to -\infty}} e^{x} = 0 \]
These properties are pivotal when analyzing the behavior of functions that contain exponential components, as in the exercise. The exponential term \(e^{-nt}\) will tend toward different limits based on the value of \(t\) and this change in behavior is used to solve the exercise under different scenarios. Understanding this property helps explain why the function's limit is 1 when \(01\).
Exponential Series
Exponential series are the representation of an exponential function as an infinite sum of terms. This sum is an example of a Taylor series where the function expressed is the exponential function \(e^{x}\).

The series for \(e^{x}\) is particularly simple because the derivatives of \(e^{x}\) are all \(e^{x}\), which translates to just 1 when evaluated at x = 0:
\[ e^{x} = \sum_{{k=0}}^{\infty} \frac{x^k}{k!} \]
This representation is highly useful because it implies that exponential functions can be approximated by polynomials. In practice, we often use only the first few terms for approximation purposes.

Regarding the exercise, the exponential series allows us to articulate the Central Limit Theorem (CLT) by showing how the sum of identically distributed random variables, when normalized, tends toward a normal distribution. CLT indicates a profound connection between probability theory and exponential functions, since many probability distributions can be related to the exponential function.

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Most popular questions from this chapter

Let \(X\) and \(Y\) be two random variables such that their MGFs exist. Then, prove the following: 1\. If \(M_{X}(t)=M_{Y}(t), \forall t\), then \(X\) and \(Y\) have same distribution. 2\. If \(\Psi_{X}(t)=\Psi_{Y}(t), \forall t\), then \(X\) and \(Y\) have same distribution.

A computer is adding number, rounds each number off to the nearest integer. Suppose that all rounding errors are independent and uniform distributed over \((-0.5\), \(0.5)\). (a) If 1500 numbers are added, what is the probability that the magnitude of the total error exceeds \(15 ?\) (b) How many numbers may be added together so that the magnitude of the total error is less than 10 with probability \(0.90 ?\)

A fair coin is continuously flipped. What is the probability that the first five flips are (i) \(\mathrm{H}, \mathrm{T}, \mathrm{H}, \mathrm{T}, \mathrm{T}(\mathrm{ii}) \mathrm{T}, \mathrm{H}, \mathrm{H}, \mathrm{T}, \mathrm{H} .\)

The probability that an airplane accident which is due to structure failure is identified correctly is \(0.85\), and the probability that an airplane accident which is not due to structure failure is identified as due to structure failure is \(0.15 .\) If \(30 \%\) of all airplane accidents are due to structure failure, find the probability that an airplane accident is due to structure failure given that it has been identified to be caused by structure failure.

An urn contains four tickets marked with numbers \(112,121,211,222\), and one ticket is drawn at random. Let \(A_{i}(i=1,2,3)\) be the event that \(i\) th digit of the number of the ticket drawn is 1 . Discuss the independence of the events \(A_{1}, A_{2}\) and \(A_{3}\).

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