1. Complete the proof of Equation (4.4.2), i.e., verify the identity\\ $\frac{d}{dy} \left[ \sum_{k=j}^{n} \binom{n}{k} F_X^k(y)(1 - F_X(y))^{n-k} \right] = \frac{n!}{(j-1)!(n-j)!} F_X^{j-1}(y)(1 - F_X(y))^{n-j} f_X(y). $
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Step 1: We can use the product rule to differentiate the left-hand side of the equation. Show more…
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This exercise outlines a proof of the identity $$\left(\begin{array}{l}n \\0\end{array}\right)^{2}+\left(\begin{array}{l}n \\1\end{array}\right)^{2}+\left(\begin{array}{l}n \\2\end{array}\right)^{2}+\cdots+\left(\begin{array}{l}n \\n\end{array}\right)^{2}=\left(\begin{array}{c}2 n \\ n\end{array}\right)$$ (a) Verify that $$(1+x)^{n}\left(1+\frac{1}{x}\right)^{n}=\frac{(1+x)^{2 n}}{x^{n}}$$ (This requires only basic algebra, not the binomial theorem.) (b) Show that the coefficient of the term independent of $x$ on the right side of equation ( 1) is $\left(\begin{array}{c}2 n \\ n\end{array}\right)$ (c) Use the binomial theorem to expand $(1+x)^{n}$. Then show that the coefficient of the term independent of $x$ on the left side of equation ( 1) is $$\left(\begin{array}{l}n \\0\end{array}\right)^{2}+\left(\begin{array}{l}n\\1\end{array}\right)^{2}+\cdots+\left(\begin{array}{l}n \\n\end{array}\right)^{2}$$
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The Binomial Theorem
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