Series
Some series of interest in probability.
- ∑n≥1 1/n diverges:
- ∑n≥1 1/n
>
1∫∞ 1/x
= [log x]1..∞
= ∞
So pr(n) ∝ 1/n cannot be a proper probability distribution on the positive integers, {1, 2, 3, ...}.
- ∑i≥1 1/(n(n+1)) converges to one:
- 1/(n(n+1)) = 1/n - 1/(n+1),
so ∑i≥1 1/(n(n+1)) = 1/1 - 1/2 + 1/2 - 1/3 + 1/3 - 1/4 + ... = 1
- ∑n≥2 1/(n loge(n)) diverges:
- d/dx loge(loge(x))
= 1/(x log(x)) and,
in the integral test
2∫∞ 1/(x loge(x)) = [loge(loge(x))]2..∞ = ∞
- Similarly ∑n≥2 1/{n loge(n) loge(loge(n))} diverges
- because d/dx loge(loge(loge(x))) = 1/(x loge(x) loge(loge(x)))
- etc.
- ∑n≥2 1/(n (log(n))2) converges:
- d/dx 1/loge(x)
= – 1/(x (loge(x))2)
and [-1/log(x)]2..∞ = 1/log(2) is finite.
- Similarly ∑n≥2 1/(n (log(n))p) converges provided p>1.0,
- see above.