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看完这篇文章后,
page68 check that the RHS of (7.1) and (7.2) are the same (for example, either by integrating by parts in (7.2), or by differentiating in (7.1)).\[\frac{e^{-\lambda t}(\lambda t)^{k}}{k !} =\int_{0}^{t} \frac{\lambda^{k} x^{k-1} e^{-\lambda x}}{(k-1) !} d x-\int_{0}^{t} \frac{\lambda^{k+1} x^{k} e^{-\lambda x}}{k !} d x\] |
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原来这个公式是Taylor公式$f(x)=e^{-\lambda x}$的积分余项$f(x) = f(a) + \frac{f'(a)}{1!}(x-a) + \frac{f''(a)}{2!}(x-a)^2 + \cdots + \frac{f^{(n)}(a)}{n!}(x-a)^n + \frac{1}{n!}\int_{t=a}^{x}f^{(n+1)}(t)(x-t)^n dt$
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