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Foundations of Data Science

2dLYwbK

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Thus, n! ≤ n n e −n√ ne. For the lower bound on n!, start with the fact that for any<br />

x 0 ≥ 1/2 and any real ρ<br />

ln x 0 ≥ 1 2 (ln(x 0 + ρ) + ln(x 0 − ρ)) implies ln x 0 ≥<br />

Thus,<br />

ln(n!) = ln 2 + ln 3 + · · · + ln n ≥<br />

∫ n+.5<br />

x=1.5<br />

from which one can derive a lower bound with a calculation.<br />

Stirling approximation for the binomial coefficient<br />

( n<br />

( en<br />

) k<br />

≤<br />

k)<br />

k<br />

∫ x0 +.5<br />

x=x 0 −0.5<br />

ln x dx,<br />

ln x dx.<br />

Using the Stirling approximation for k!,<br />

( n n!<br />

=<br />

k)<br />

(n − k)!k! ≤ nk<br />

k! ∼ ( en<br />

) k<br />

= .<br />

k<br />

The gamma function<br />

For a > 0<br />

Γ (a) =<br />

∫ ∞<br />

0<br />

x a−1 e −x dx<br />

Γ ( 1<br />

2)<br />

=<br />

√ π, Γ (1) = Γ (2) = 1, and for n ≥ 2, Γ (n) = (n − 1)Γ (n − 1) .<br />

The last statement is proved by induction on n. It is easy to see that Γ(1) = 1. For n ≥ 2,<br />

we use integration by parts.<br />

∫<br />

∫<br />

f (x) g ′ (x) dx = f (x) g (x) − f ′ (x) g (x) dx<br />

Write Γ(n) = ∫ ∞<br />

x=0 f(x)g′ (x) dx, where, f(x) = x n−1 and g ′ (x) = e −x . Thus,<br />

as claimed.<br />

Γ(n) = [f(x)g(x)] ∞ x=0 +<br />

∫ ∞<br />

x=0<br />

(n − 1)x n−2 e −x dx = (n − 1)Γ(n − 1),<br />

Cauchy-Schwartz Inequality<br />

( n∑<br />

) ( n∑<br />

) ( n∑<br />

) 2<br />

x 2 i yi<br />

2 ≥ x i y i<br />

i=1 i=1<br />

i=1<br />

383

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