[Math] Infinite binomial sum

binomial-coefficientshypergeometric functionsequences-and-series

Let
$\displaystyle\pi_{lr}\left(p\right) :=
{l \choose r}p^{r}\left(1 – p\right)^{l – r}\quad$
( i.e., the binomial probability with parameters $\displaystyle l$ and $\displaystyle r$ ).

I'm interested in computing the following sum:
$
\displaystyle\sum_{l = r}^{\infty}\pi_{lr}\left(p\right)
$

I've two questions:

  1. Does this summation converge to a simple function of $\displaystyle p$ and $\displaystyle r$ ?.
  2. If I were to settle on approximating it with $\displaystyle\sum_{l = r}^{N}\pi_{lr}(p)$ for some $\displaystyle N$. How large should I choose $\displaystyle N$ ( as a function of $\displaystyle p$ and $\displaystyle r$ ) ?.

Best Answer

$\newcommand{\bbx}[1]{\,\bbox[15px,border:1px groove navy]{\displaystyle{#1}}\,} \newcommand{\braces}[1]{\left\lbrace\,{#1}\,\right\rbrace} \newcommand{\bracks}[1]{\left\lbrack\,{#1}\,\right\rbrack} \newcommand{\dd}{\mathrm{d}} \newcommand{\ds}[1]{\displaystyle{#1}} \newcommand{\expo}[1]{\,\mathrm{e}^{#1}\,} \newcommand{\ic}{\mathrm{i}} \newcommand{\mc}[1]{\mathcal{#1}} \newcommand{\mrm}[1]{\mathrm{#1}} \newcommand{\pars}[1]{\left(\,{#1}\,\right)} \newcommand{\partiald}[3][]{\frac{\partial^{#1} #2}{\partial #3^{#1}}} \newcommand{\root}[2][]{\,\sqrt[#1]{\,{#2}\,}\,} \newcommand{\totald}[3][]{\frac{\mathrm{d}^{#1} #2}{\mathrm{d} #3^{#1}}} \newcommand{\verts}[1]{\left\vert\,{#1}\,\right\vert}$

$\ds{\pi_{\ell r}\pars{p} \equiv {\ell \choose r}p^{r}\pars{1 - p}^{\ell - r}.\qquad \sum_{\ell = r}^{\infty}\pi_{\ell r}\pars{p}:\ {\LARGE ?}}$.

\begin{align} &\bbox[10px,#ffd]{\sum_{\ell = r}^{\infty}\pi_{\ell r}\pars{p}} = \sum_{\ell = r}^{\infty}{\ell \choose r}p^{r}\pars{1 - p}^{\ell - r} = p^{r}\sum_{\ell = r}^{\infty}\overbrace{\ell \choose \ell - r} ^{\ds{=\ {\ell \choose r}}}\ \pars{1 - p}^{\ell - r} \\[5mm] = &\ p^{r}\sum_{\ell = r}^{\infty} \overbrace{{-r - 1 \choose \ell - r}\pars{-1}^{\ell - r}} ^{\ds{=\ {\ell \choose \ell - r}}}\ \pars{1 - p}^{\ell - r} \\[5mm] \stackrel{\ell\ -\ r\ \mapsto\ \ell}{=}\,\,\,& p^{r}\sum_{\ell = 0}^{\infty} {-r - 1 \choose \ell}\pars{-1}^{\ell}\pars{1 - p}^{\ell} \\[5mm] = &\ p^{r}\sum_{\ell = 0}^{\infty}{-r - 1 \choose \ell}\pars{p - 1}^{\ell} = p^{r}\,\bracks{1 + \pars{p - 1}}^{-r - 1} = \bbx{1 \over p} \end{align}

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