I came across a claim in a paper Trace reconstruction revisited (in Lemma 11), which is basically that the squared Hellinger distance between Binomial$(n,p)$ and Binomial$(n+1,p)$ grows as $O(1/n)$. $p$ is a small positive number less than $\frac{1}{2}$.
I've been trying to prove it but have not been able to see this. Is there an easy way to see this?
Write $$\begin{align} h^2(B(n,p), B(n+1,p))& = 2 \left(1 - \sum_{i=0}^{n+1}\sqrt{{n \choose i}p^i(1-p)^{n-i}{n+1 \choose i} p^i (1-p)^{n+1-i}}\right)\\ &=2\left(1 - \sum_{i=0}^{n+1}\sqrt{\left({n+1 \choose i}p^i(1-p)^{n+1-i}\right)^2 \frac{n+1-i}{(n+1)(1-p)}} \right)\\ &=2 \left(1 - \sum_{i=0}^{n+1}{n+1 \choose i}p^i(1-p)^{n+1-i}\sqrt{ \frac{n+1-i}{(n+1)(1-p)}} \right)\\ &=2\left(1-\frac{1}{\sqrt{(n+1)(1-p)}} \mathbb{E}(\sqrt{Z})\right),\\ \end{align}$$ where $Z \sim B(n+1, 1-p)$. By Taylor approximation (see this), we have $$\mathbb{E}(\sqrt{Z}) \ge \sqrt{(n+1)(1-p)} - \frac{p}{2 \sqrt{(n+1)(1-p)}}. $$ Combining with the above, we get $$ h^2(B(n,p), B(n+1,p)) \le 2 \left(1 - \left(1 - \frac{p}{2 (n+1)(1-p)}\right)\right) = \frac{p}{(n+1)(1-p)}.$$
