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Today:
we define a new sequence :
These are called partial sums. Notice that there are two indices running around, and that the limit refers to the summation's upper limit, not to the index of the sequence.
If
Then we say that
exists, and is equal to . This justifies our probability distributions of the form
Theorem 3 is just a corollary of Theorem 2, where the integrals are the obvious power functions:
Let , where f is a positive, decreasing function. If converges by the integral test, and we define the remainder by , then
(this gives us a bound on the error we're making in the calculation of a series). This is useful, for example, in the calculation of digits of (now, you might ask "and what's the use of that?!";).