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I am trying to follow equation (1.13) in MacKay's Information Theory textbook (http://www.inference.phy.cam.ac.uk/itprnn/book.pdf). It is:

$$ \ln \binom{N}{r} = \ln \frac{N!}{(N-r)! r!} \approx (N-r) \ln \frac{N}{N-r} + r \ln \frac{N}{r} $$

I am using the approximation in equation (1.12):

$$ \ln x! \approx x \ln x - x + \frac12 \ln 2 \pi x$$

Thus, if I expand the expression in the middle of equation (1.13), I should get 9 terms:

$$ \ln \frac{N!}{(N-r)! r!} = \ln N! - \ln (N-r)! - \ln r! $$ $$ \approx N \ln N - N + \frac12 \ln 2 \pi N - (N-r) \ln (N-r) + (N-r) - \frac12 \ln 2\pi (N-r) - r \ln r + r - \frac12 \ln 2 \pi r$$

Now, I am stuck. If I remove the $\ln$ terms (seems to be valid for large factorials, http://mathworld.wolfram.com/BinomialDistribution.html equation (37)), I am still stuck. The exact problem seems to be manipulating $N \ln N, - (N-r) \ln (N-r), - r \ln r$ into the form MacKay has in equation (1.13).

Thanks.

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up vote 4 down vote accepted

Your target approximation can be expanded: $$(N-r) \ln \frac{N}{N-r} + r \ln \frac{N}{r}$$ $$= (N-r) \ln N - (N-r) \ln ({N-r}) + r \ln N - r \ln r$$ $$= N\ln N -r\ln N + r \ln N - (N-r) \ln ({N-r}) - r \ln r$$ $$= N \ln N - (N-r) \ln (N-r) - r \ln r$$

while your long approximation can be rewritten as $$N \ln N - (N-r) \ln (N-r) - r \ln r + \frac12 \ln \left(\frac{N}{2 \pi (N-r)r} \right)$$

and the last term of this is much smaller than the others if $N$ is not small and $r$ is not close to $0$ or $N$, so the two are close to each other.

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