Probability Proofs for Stirling (and More): the Ubiquitous Role of $\mathbf{\sqrt{2\pi}}$

Autor: Hjort, Nils Lid, Stoltenberg, Emil Aas
Rok vydání: 2024
Předmět:
Druh dokumentu: Working Paper
Popis: The Stirling approximation formula for $n!$ dates from 1730. Here we give new and instructive proofs of this and related approximation formulae via tools of probability and statistics. There are connections to the Central Limit Theorem and also to approximations of marginal distributions in Bayesian setups. Certain formulae emerge by working through particular instances, some independently verifiable but others perhaps not. A particular case yielding new formulae is that of summing independent uniforms, related to the Irwin--Hall distribution. Yet further proofs of the Stirling flow from examining aspects of limiting normality of the sample median of uniforms, and from these again we find a proof for the Wallis product formula for $\pi$.
Databáze: arXiv