Stirling's Formula/Proof 3
Theorem
The factorial function can be approximated by the formula:
- $n! \sim \sqrt {2 \pi n} \paren {\dfrac n e}^n$
where $\sim$ denotes asymptotically equal.
Proof
From Poisson Distribution Approximated by Normal Distribution, we have:
Let $X$ be a discrete random variable which has the Poisson distribution $\Poisson \lambda$.
Then for large $\lambda$:
- $\Poisson \lambda \approx \Gaussian \lambda \lambda$
where $\Gaussian \lambda \lambda$ denotes the normal distribution.
Since the Poisson Distribution with parameter $\lambda$ converges to the Normal Distribution with mean $\lambda$ and variance $\lambda$, their density functions will be asymptotically equal.
- $\dfrac 1 {k!} \lambda^k e^{-\lambda} \approx \dfrac 1 {\sqrt {2 \pi \lambda} } \map \exp {-\dfrac {\paren {k - \lambda}^2} {2 \lambda} }$
Evaluating this expression at the mean simplifies to the expression:
- $\dfrac 1 {\lambda!} \lambda^\lambda e^{-\lambda} \approx \dfrac 1 {\sqrt {2 \pi \lambda} }$
Rearranging, we obtain:
- $\lambda! \approx \sqrt {2 \pi \lambda} \lambda^\lambda e^{-\lambda}$
$\blacksquare$