The normal approximation to the binomial distribution
Note: You should read other explanations about binomial theorem, properties of binomial coefficient first.
Here is an application on how to use binomial theorem to find normal approximation to the binomial distribution.
A coin is flipped n times with probability of getting heads is p. This is a binomial distribution X∼B(n,p). The Year 12 MATH B textbook (Australia) gives an normal approximation to this: B(n,p)∼N(np,np(1−p))=N(μ,σ2) where μ=E[X] is the mean (or expected value) and σ is the standard deviation. Since the textbook doesn't give a proof for this so I will go and prove. :D
According to the definition, the expected value (or the mean) of getting heads is E[X]=μ=∑i=0ni(in)pi(1−p)n−i. It suffices to prove that ∑i=0ni(in)pi(1−p)n−i=np. We have np1i=0∑ni(in)pi(1−p)n−i=i=1∑nni(in)pi−1(1−p)n−i,=i=1∑n(i−1n−1)pi−1(1−p)n−i,=i=0∑n−1(in−1)pi(1−p)n−1−i=1.
Now, for σ2, according to the definition, we have σ2=i=0∑n(i−μ)2(in)pi(1−p)n−i=i=0∑ni2(in)pi(1−p)n−i−n2p2.
Hence, it suffices to prove that i=0∑ni2(in)pi(1−p)n−i=np(1+np−p).
Indeed, we have np1i=0∑ni2(in)pi(1−p)n−i=i=1∑ni(i−1n−1)pi−1(1−p)n−i,=i=0∑n−1i(in−1)pi(1−p)n−i−1+i=0∑n−1(in−1)pi(1−p)n−i−1,=(n−1)p+1.
We are done. □