
Aime F. answered 04/29/21
Experienced University Professor of Mathematics & Data Science
P(X = k)
← P(Y1 + ... + Yn = k) (as n → ∞)
= P(Y1 = 1, ..., Yk = 1, Yk+1 = 0, ..., Yn = 0)n!/k!(n – k)! (since all choices have same P)
= (λt/n)k(1 – λt/n)n–kn!/k!(n – k)! (by independence)
= (λt)k(n – λt)–k(1 – λt/n)nn!/k!(n – k)!. (algebra)
Since
n!/(n – k)! = n(n – 1)...(n – k + 1),
we can factor
(n – λt)–kn!/(n – k)! = (n/(n – λt))((n – 1)/(n – λt))...((n – k + 1)/(n – λt)) → 1.
Also (1 – λt/n)n → exp(λt), (not easy to prove)
so finally
P(X = k) = (λt)kexp(λt)/k!.