Beta and Gamma Functions

If (i) the interval [a, b] is finite

(ii) the function f(x) is bounded in [a, b], that is, f(x) does not become infinite at any point in the
interval, and
𝑑 𝑏
(iii) 𝑑𝑥 [𝜙(𝑥)] = 𝑓(𝑥), then ∫𝑎 𝑓(𝑥)𝑑𝑥 = (b) - (a) is called a proper integral.

𝑏
In condition (i) is not satisfied (that is, a, b or both are infinite), the integral ∫𝑎 𝑓(𝑥)𝑑𝑥 is called
an improper integral of first kind.
1
Definition: If m and n are positive, then ∫0 𝑥 𝑚−1 (1 − 𝑥)𝑛−1 𝑑𝑥 is called a Beta function and
denoted by B(m, n) or (m, n).

Note: If m and n are both greater than or equal to 1, then the above integral is a proper integral.
On the other hand if either m or n is less than 1, then the integral becomes improper but may be
convergent.

Properties of Beta Functions:

1. Symmetry: B(m, n) = B(n, m)

1
Verification: By definition, B(m, n) = ∫0 𝑥 𝑚−1 (1 − 𝑥)𝑛−1 𝑑𝑥

1 𝑎 𝑎
= ∫0 (1 − 𝑥)𝑚−1 [(1 − (1 − 𝑥))]𝑛−1 𝑑𝑥 (since ∫0 𝑓(𝑥)𝑑𝑥 = ∫0 𝑓(𝑎 − 𝑥)𝑑𝑥)

1
= ∫0 (1 − 𝑥)𝑚−1 𝑥 𝑛−1 𝑑𝑥

1
= ∫0 𝑥 𝑛−1 (1 − 𝑥)𝑚−1 𝑑𝑥 = B(n, m).

𝜋
1 𝑝+1 𝑞+1
2. If p > -1, q > -1 then ∫02 𝑠𝑖𝑛𝑝 𝜃 𝑐𝑜𝑠 𝑞 𝜃 𝑑𝜃 = 2B( , ).
2 2

𝜋 𝜋 (𝑝−1)⁄ (𝑞−1)⁄
Verification: ∫02 𝑠𝑖𝑛𝑝 𝜃 𝑐𝑜𝑠 𝑞 𝜃 𝑑𝜃 = ∫02 (𝑠𝑖𝑛2 𝜃) 2 (𝑐𝑜𝑠 2 𝜃) 2 sin 𝜃 cos 𝜃 𝑑𝜃

Put sin2 = x. Then cos2 d = 1- x.

𝜋
When  = 0, we have x = 0 and  = 2 , we have x = 1.
 𝜋 𝑝−1 𝑞−1
1 1
Therefore ∫02 𝑠𝑖𝑛𝑝 𝜃 𝑐𝑜𝑠 𝑞 𝜃 𝑑𝜃 = ∫0 𝑥 2 (1 − 𝑥) 2 . 2 𝑑𝑥

𝑝+1 𝑞+1
1 1
= 2 ∫0 𝑥 ( )−1
2 (1 − 𝑥)( 2
)−1
𝑑𝑥

1 𝑝+1 𝑞+1
= 2B( , ).
2 2

𝑝+1 𝑞+1
Note: By taking = m and = n, we get p = 2m-1 and q = 2n-1.
2 2

𝜋
Therefore B(m, n) = 2 ∫0 𝑠𝑖𝑛2𝑚−1 𝜃 𝑐𝑜𝑠 2𝑛−1 𝜃 𝑑𝜃.
2

3. B(m, n + 1) + B(m + 1, n) = B(m, n).

𝐵(𝑚,𝑛+1) 𝐵(𝑚+1,𝑛) 𝐵(𝑚,𝑛)

4. = =
𝑛 𝑚 𝑚+𝑛

Verification: Left to the student’s practice

∞
Definition: If n is positive then ∫0 𝑒 −𝑥 𝑥 𝑛−1 𝑑𝑥 is called a Gamma function denoted by (n).

Properties of Gamma function:

Property 1: (1) = 1
∞
Verification: By definition (n) = ∫0 𝑒 −𝑥 𝑥 𝑛−1 𝑑𝑥.
∞
Therefore (1) = ∫0 𝑒 −𝑥 𝑥 0 𝑑𝑥

∞ 𝑒 −𝑥 ∞
= ∫0 𝑒 −𝑥 𝑑𝑥 = [ −1 ]
0

= − { lim 𝑒 −𝑥 − 𝑒 0 }
𝑥→∞

= -(0-1) = 1.

Property 2: Reduction formula: (n + 1) = n (n).

∞
Verification: By definition, (n + 1) = ∫0 𝑒 −𝑥 𝑥 𝑛 𝑑𝑥. Applying integration by parts, (n + 1) =
𝑒 −𝑥 ∞ ∞ 𝑒 −𝑥 𝑥𝑛 ∞
[𝑥 𝑛 ( −1 )] - ∫0 −1
𝑛𝑥 𝑛−1 𝑑𝑥 = − { lim 𝑒𝑥
− 0} + 𝑛 ∫0 𝑒 −𝑥 𝑥 𝑛−1 𝑑𝑥
0 𝑥→∞
= -(0-0) + n(n) = n (n).

Property 3: If n is a positive integer then (n) = (n-1)

Verification: (n + 1) = n  (n). Changing n to n-1, we get (n) = (n-1)(n-1). Similarly

(n -1) = (n -2)(n-2).

By substitution (n) = (n-1) (n-2)(n-2).

Similarly, (n - 2) = (n -3)(n-3), and again by substitution, (n) = (n-1)(n-2)(n-3)(n-3).

This process can be continued successively, and it ends with (1), since n is a positive
integer.

Therefore (n) = (n-1) (n-2)(n-3) … 1(1). But (1) = 1.

Hence (n) = (n-1) (n-2)(n-3) … 1.

Property 4: Relation between beta and gamma function:

Γ(𝑚)Γ(𝑛)
𝐵(𝑚, 𝑛) = Γ(𝑚+𝑛)
.

∞
Verification: By definition, ∫0 𝑒 −𝑡 𝑡 𝑛−1 𝑑𝑡, using t as the variable.

Put t = x2. Then dt = 2x dx.

When t = 0, we have x = 0 and when t = , we have x = .

∞ 2 ∞ 2
Therefore (n) = ∫0 𝑒 −𝑥 (𝑥 2 )𝑛−1 2𝑥𝑑𝑥 = 2 ∫0 𝑒 −𝑥 𝑥 2𝑛−1 𝑑𝑥.
∞ 2
Similarly (m) = 2 ∫0 𝑒 −𝑦 𝑦 2𝑛−1 𝑑𝑦.
∞ 2 ∞ 2
Multiplying, (m)  (n) = 2 ∫0 𝑒 −𝑥 𝑥 2𝑛−1 𝑑𝑥  2 ∫0 𝑒 −𝑦 𝑦 2𝑛−1 𝑑𝑦
∞ ∞ 2 +𝑦 2 )
= 4 ∫0 ∫0 𝑒 −(𝑥 𝑥 2𝑛−1 𝑦 2𝑛−1 𝑑𝑥𝑑𝑦 

The range of this integral is the entire first quadrant of the XOY plane. Converting to polar
coordinates, by writing x = r cos , y = r sin  so that dx dy = r d dr.
𝜋
The limits being  from 0 to 2 and r from  to .
𝜋
∞ 2
Therefore (m)  (n) = 4 ∫02 ∫𝑟=0 𝑒 −𝑟 (𝑟 cos 𝜃)2𝑛−1 𝑟 𝑑𝜃 𝑑𝑟 
 𝜋
∞ ∞ 2
= 4 (∫02 ∫𝑟=0 𝑠𝑖𝑛2𝑚−1 𝜃 𝑐𝑜𝑠 2𝑛−1 𝜃 𝑑𝜃)  (∫𝑟=0 𝑒 −𝑟 (𝑟)2(𝑚+𝑛)−1 𝑑𝑟)

1 1
= 4(2 𝐵(𝑚, 𝑛)) (2 Γ(𝑚 + 𝑛))

= B(m, n) (m + n).

1 −1
Property 5: (2) = √𝜋 ; ( 2 ) = −2√𝜋.

Γ(𝑚)Γ(𝑛) 1
Verification: Use 𝐵(𝑚, 𝑛) = , by taking 𝑚 = 𝑛 = , we get
Γ(𝑚+𝑛) 2

1 1
1 1 Γ( )Γ( )
𝐵 (2 , 2) = 2 2
. But (1) = 1.
Γ(1)

𝜋 1 1
1 1
Therefore 𝐵 (2 , 2) = 2 ∫02 𝑠𝑖𝑛2(2)−1 𝜃𝑐𝑜𝑠2(2)−1 𝜃𝑑𝜃
𝜋
= 2 ∫02 (sin 𝜃)0 (cos 𝜃)0 𝑑𝜃

𝜋
= 2( − 0) = 𝜋.
2

1
Therefore (2) = √𝜋.

1
Now (n) = (n-1)(n-1)  (n-1) = 𝑛−1 Γ(𝑛).

1 1 1 1
Put 𝑛 = 2, we get Γ (− 2) = 1 Γ(2) = -2√𝜋.
−
2

1 √𝜋
Property 6: Duplication formula: (m) Γ (𝑚 + 2) = 22𝑚−1 Γ(2𝑚)

Γ(𝑚)Γ(𝑛)
Verification: 𝐵(𝑚, 𝑛) = .
Γ(𝑚+𝑛)

Γ(𝑚)Γ(𝑚) [Γ(𝑚)]2
Therefore 𝐵(𝑚, 𝑚) = = ______(equation 1)
Γ(𝑚+𝑚) Γ(2𝑚)

𝜋⁄
But 𝐵(𝑚, 𝑚) = 2 ∫0 2 𝑠𝑖𝑛2𝑚−1 𝜃 𝑐𝑜𝑠 2𝑚−1 𝜃𝑑𝜃 =
𝜋
2
22𝑚−1
∫02 (2𝑠𝑖𝑛𝜃𝑐𝑜𝑠𝜃)2𝑚−1 𝑑𝜃
𝜋
2
= 22𝑚−1 ∫02 (𝑠𝑖𝑛2𝜃)2𝑚−1 𝑑𝜃. Put 2 = .
 1 𝜋
Then d = 2 𝑑𝜃. When  = 0, we have  = 0 and when  = 2 we get  = .

2 𝜋 1
Therefore B(m, m) = 22𝑚−1 ∫0 (𝑠𝑖𝑛𝜙)2𝑚−1 2 𝑑𝜙

𝜋
1
= 22𝑚−1 2 ∫02 (𝑠𝑖𝑛𝜙)2𝑚−1 𝑑𝜙

𝜋 1
1 2𝑚−1 2( )−1
2𝑚−1 2 ∫0 𝑠𝑖𝑛 𝜙𝑐𝑜𝑠 𝜙 𝑑𝜙
= 2 2
2

1
1 1 1 Γ(𝑚).Γ( )
2
= 22𝑚−1 𝐵(𝑚, 2) = 22𝑚−1 1 _______(equation 2).
Γ(𝑚+ )
2

Hence from (1) and (2) we get

1
[Γ(𝑚)]2 1 Γ(𝑚).Γ( ) 1
Γ(2𝑚)
= 1
2
22𝑚−1 Γ(𝑚+ )
. Cancelling (m) both sides and write ( ) = √𝜋 we get
2
2

1 √𝜋
(m) Γ (𝑚 + 2) = 22𝑚−1 Γ(2𝑚).

1 1 𝑛−1
Property 7: (n) = ∫0 (𝑙𝑜𝑔 𝑦) 𝑑𝑦

∞ 1
Hint: Use (n) = ∫0 𝑒 −𝑥 𝑥 𝑛−1 𝑑𝑥. Put e-x = y so that ex = y or x = log .
𝑦

1
Example: Evaluate ∫0 𝑥 4 (1 − 𝑥)3 𝑑𝑥

1
Solution: By definition ∫0 𝑥 𝑚−1 (1 − 𝑥)𝑛−1 𝑑𝑥 = B(m, n).

Take m = p + 1 and n = q + 1.
1
We get ∫0 𝑥 𝑝 (1 − 𝑥)𝑞 𝑑𝑥 = B(p+1, q+1).

1 Γ(5)Γ(4) 4!3! 1
Therefore ∫0 𝑥 4 (1 − 𝑥)3 𝑑𝑥 = B(5, 4) = Γ(5+4)
= 8!
= 280.

𝜋
Example: Evaluate ∫02 𝑠𝑖𝑛5 𝜃 𝑐𝑜𝑠 7 𝜃 𝑑𝜃
𝜋
1 𝑝+1 𝑞+1
Solution: Use ∫02 𝑠𝑖𝑛𝑝 𝜃 𝑐𝑜𝑠 𝑞 𝜃 𝑑𝜃 = 2B( , ).
2 2

𝜋
1 6 8 1 Γ(3)Γ(4) 1 2!3! 1
∫02 𝑠𝑖𝑛5 𝜃 𝑐𝑜𝑠 7 𝜃 𝑑𝜃 = 2B(2 , 2) = 2 Γ(7)
=
2 6!
=
120
.

1
Example: Evaluate ∫0 (𝑥 − 𝑎)𝑝 (𝑏 − 𝑥)𝑞 𝑑𝑥
Solution: Put x = a + (b - a)t.

Then dx = (b - a)dt, x – a = (b - a)t, b – x = (b - a)(1- t).

When x = a, we have t = 0 and when x = b we have t = 1.

1
Therefore ∫0 (𝑥 − 𝑎)𝑝 (𝑏 − 𝑥)𝑞 𝑑𝑥

1
= ∫0 [(𝑏 − 𝑎)𝑡]𝑝 [(𝑏 − 𝑎)(1 − 𝑡)]𝑞 (b-a)

1
= (𝑏 − 𝑎)𝑝+𝑞+1 ∫0 𝑡 𝑝 [(1 − 𝑡)]𝑞 

= (𝑏 − 𝑎)𝑝+𝑞+1 𝐵(p+1, q+1).

𝜋 𝜋
𝑑𝜃
Example: Show that ∫0 √sin 𝜃 𝑑𝜃 ∫0 2 2 𝑑𝜃 = .
√sin 𝜃

𝜋
1 𝑝+1 𝑞+1
Solution: Use ∫0 𝑠𝑖𝑛𝑝 𝜃 𝑐𝑜𝑠 𝑞 𝜃 𝑑𝜃 = 2B(
2 , ), taking p = ½ and q = 0, we get
2 2

𝜋 1 1
1 +1 0+1
∫02 𝑠𝑖𝑛2 𝜃 𝑐𝑜𝑠 0 𝜃 𝑑𝜃 = 2B(2 2 , 2
)

𝜋
1 3 1
 ∫02 √sin 𝜃 𝑑𝜃 = 2B(4 , 2) _______(equation 1)

𝜋 −1 −1
1 +1 0+1
Taking p = -1/2, q = 0, we get ∫02 𝑠𝑖𝑛 2 𝜃 𝑐𝑜𝑠 0 𝜃 𝑑𝜃 = 2B( 2 2 , )
2

𝜋
𝑑𝜃 1 1 1
 ∫02 𝑑𝜃 = 2B(4 , 2) ________(equation 2).
√sin 𝜃

Multiplying (1) and (2)

𝜋 𝜋
𝑑𝜃 1 3 1 1 1 1
∫0 √sin 𝜃 𝑑𝜃 ∫02 √sin 𝜃 𝑑𝜃 = 2B(4 , 2) 2B(4 , 2)
2

2
1 1
1 [Γ (2)] . Γ (4)
=
4 5
Γ( )
4
2 1
1 [√𝜋] .Γ(4)
= 4 5
Γ( )
4

1
1 π.Γ(4)
= 4 1Γ(1)
= .
4 4
 ∞ 2 √𝜋
Example: Show that ∫0 𝑒 −𝑥 𝑑𝑥 = .
2

∞
Solution: By definition of gamma function (n) = ∫0 𝑒 −𝑡 𝑡 𝑛−1 𝑑𝑡. Put t = x2.

Then dt = 2x dx. When t = 0, we get x = 0; when t =  we get x = .

∞ 2 ∞ 2
Therefore (n) = ∫0 𝑒 −𝑥 (𝑥 2 )𝑛−1 2𝑥𝑑𝑥 = ∫0 𝑒 −𝑥 𝑥 2𝑛−1 𝑑𝑥.

Taking n = 1/2, we get

1
1 ∞ 2 ∞ 2 ∞ 2
(2) = 2∫0 𝑒 −𝑥 𝑥 2(2)−1 𝑑𝑥  √𝜋 = 2∫0 𝑒 −𝑥 𝑥 0 𝑑𝑥 = 2∫0 𝑒 −𝑥 𝑑𝑥.

∞ 2 √𝜋
Therefore ∫0 𝑒 −𝑥 𝑑𝑥 = .
2

𝑎
Example: Evaluate ∫0 𝑥 4 √𝑎2 − 𝑥 2 dx

1
Solution: Put x2 = a2t. Then dx = 𝑎 ∙ 2 𝑡 𝑑𝑡.
√

When x = 0, we have t = 0; when x = a, we have t = 1.

𝑎
Therefore ∫0 𝑥 4 √𝑎2 − 𝑥 2 dx

1 𝑎
= ∫0 𝑎4 𝑟 2 √𝑎2 − 𝑎2 𝑡 𝑑𝑡
2√𝑡

𝑎6 1 3 1
= 2
∫0 𝑡 2 (1 − 𝑡)2 𝑑𝑡

𝑎6 3 1
= 𝐵 (2 + 1, 2 + 1)
2

𝑎6 5 3
= 𝐵 (2 , 2)
2

5 3
𝑎6 Γ(2Γ(2))
= 2 Γ(4)

31 1
𝑎6 2 2 √𝜋 2 √𝜋
= 2 3!

𝜋𝑎6
= .
32

𝜋
𝜋
Example: Show that ∫02 √tan 𝜃 𝑑𝜃 =
√2
 𝜋 𝜋
sin 𝜃
Solution: ∫0 √tan 𝜃 𝑑𝜃 = ∫0 √cos 𝜃 d
2 2

𝜋 1 −1
= ∫02 𝑠𝑖𝑛2 𝜃 𝑐𝑜𝑠 2 𝜃𝑑𝜃
1 −1
1 +1 +1
2 2
=2 𝐵( , )
2 2

1 3 1 3
1 3 1 Γ( )Γ( ) Γ( )Γ( )
4 4 4 4
= 2 B (4 , 4) = 1 3 = .
Γ( + ) Γ(1)
4 4

1
Using Duplication formula with m = 4 , we get

1 3 1 1 1 √𝜋 1
Γ (4) Γ (4) = Γ (4) Γ (4 + 2) = 1 Γ (2) = √2 .
−1
22

𝜋
1 𝜋
Therefore ∫02 √tan 𝜃 𝑑𝜃 = √2 𝜋 = √2.
2

1 𝑑𝑥
Example: Express ∫0 in terms of gamma function.
√(1−𝑥 4 )

−1
1
Solution: Put x2 = sin . Then 𝑑𝑥 = 𝑠𝑖𝑛 2 𝜃 cos 𝜃 𝑑𝜃.
2

1 𝑑𝑥
Therefore ∫0 =
√(1−𝑥 4 )

𝜋 −1
1 𝑠𝑖𝑛 2 𝜃 cos 𝜃 𝑑𝜃
∫0 2
2 √(1−𝑠𝑖𝑛2 𝜃)

𝜋 −1
1
= 2 ∫0 𝑠𝑖𝑛 2 𝜃 𝑑𝜃
2

−1
+1
Γ( 2 )
1 √𝜋 2
=2 −1
2 +2
Γ( 2 )
2

1
√𝜋 Γ(4)
= .
4 Γ(3)
4

Exercises:
 1 3
1. Compute (3.5), (4.5), (4) (4)
∞ 2𝑥2
2. Express ∫0 𝑥 𝑛 𝑒 −𝑎 in terms of gamma function.
𝑏
3. Prove that ∫𝑎 (𝑥 − 𝑎)𝑚 (𝑏 − 𝑥)𝑛 𝑑𝑥 = (𝑏 − 𝑎)𝑚+𝑛+1 𝐵(𝑚 + 1, 𝑛 + 1).
1
4. Evaluate ∫0 𝑥 5 (1 − 𝑥 3 )10 𝑑𝑥.
1 𝑥 2 𝑑𝑥 1 𝑑𝑥 𝜋
5. Prove that ∫0 × ∫0 = .
√(1−𝑥 4 ) √(1+𝑥 4 ) 4√2