Lecture Note On Gumma Function

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Gamma Function and Beta Function

Beta Function:

It is denoted by  (m, n) and is defined by

 (m, n) = 0 x m1 (1  x) n1 d x , m, n  0 .


1

It is also known as First Eulerian Integral.

Gamma Function:

It is denoted by (n) and is defined by



(n)   x n1 e  x dx , n  0.
0
It is also known as Second Eulerian Integral.

Prove that (1) = 1

From the definition of gamma function


(n)   x n1 e  x dx , n  0 … … … (1)
0

Setting n = 1 in Equation (1)


0 x
(1) =  x e dx
0

e
x
= dx
0

= [e  x ]0
=  [e    e 0 ]

= 1

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If n is a positive integer then show that (n  1)  n!

From the definition of gamma function


(n)   x n1 e  x dx , n  0 … … … (1)
0

Writing n  1 for n in (1)


(n  1) =  x n e  x dx
0
 
n x   n  x n1 e  x dx
= [ x e ] 0
0

= n   x n1e  x dx
0
= n  (n) … … … … … … … (2)

Putting n  1, n  2 , … … 3, 2, 1 for n successively in (2)

(n)  n  1  n  1
n  1  n  2  n  2
…………………
……………………
(4)  3  3
(3)  2  2
(2)  11

  n  1  n  (n  1)  (n  2) 3  2  1  (1)
= n  (n  1)  (n  2)3  2 1
= n!
[Proved]

Show that  (m, n)   (n, m) .

From the definition of Beta function

 (m, n)  0 x m1 1  x 
1 n 1
dx

 Let, When 
 x  1 y 
 x  1, y  0 
 dx  dy x  0,Page
y  12 of 7
 1  y  1  1  y   dy
0 m1 n1
=
1

 1  y 
1 m1
= y n1dy
0

 x 1  x
1 m1
n 1
= dx
0

=  (n, m)

Relation between Gamma function and Beta function

From the definition of Gamma function


(n)   x n1 e  x dx , n  0
0

0 z y  e z dy
 n 1  z y
= Let, x  z y where z is constantdx  zdy ,
When, x  0, y  0 x  , y  
n  n 1 z y
= z 0  y e dy … … … (1)

(n)  n 1  z y
 = 0 y e dy … … … (2)
zn

Multiplying both sides of (1) by z m 1 e  z we get


 (n) z m1 e  z = z n z m1 e  z 0 y n1 e  y z dy

Integrating both sides with respect to z from 0 to 

  
(n) 0 z m1 e  z dz  0 z m n1 e  z 0 y n1 e  y z dy dz
 (n)m   0 {0 z m n1e  z
  (1 y )
dz } y n1 dy
 (m  n) n1
 0 y dy [Comparing with equation (1)]
(1  y) mn

 ( m)  ( n)  y n1
Or,  0 dy … … … (3)
 ( m  n) (1  y ) m n

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From the definition of Beta Function

 (m, n)  0 x m1 1  x n1 dx , m, n  0


1

1  dy
Let x  then dx 
1 y 1  y 2
1 1
  1  y Or y   1
x x

1 1  y 1 y
1  x  1   
1 y 1 y 1 y

When, x  1, y  0
x  0, y   1  

m1 n 1
 1   y  dy
 (m, n)    
0
  
1  y  1  y  1  y 2
 y n1
= 
0
1  y m1n12
dy

 y n1
= 
0 1  y mn
dy

(m)(n)
= [using (3)]
(m  n)

Show that    


1
2

From the definition of Beta function

 m , n  0 x m1 1  x n1 dx , m, n  0
1

1
Let m  n  then
2

1 1
1

0 x 1  x  2 dx
1

 ,  
1
2

2 2

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1 1
    1
    

0 x 1  x  2 dx
1
2 2 1 
2
1 1
  
2 2
2
  1 
 
 2 

1 dx
 0
1 1
x 1  x  2
1
2

Let, x  sin 2  dx  2 sin cos d



When x  0,  0 and x  1, 
2

2
  1   2 sin  cos d
    0 2
  2  sin  cos


 20 2 d

 

= 2 2
= 2 =
0 2

1
    
2

 m 1  n 1
   

Prove that 0 sin x cos x dx 
2 m n  2   2 
mn2
2 
 2 


0 2 sin x cos x dx
m n
Let, I =


m 1
= 0 2 sin x cosn1 x sin x cos x dx

sin x  cos x 
 m 1 n 1

0 2 2 2
= 2 2 sin x cos x dx

Let sin2 x  z then 2 sin x cos xdx  dz



When, x  0, z  0 and x  , z 1
2

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m 1 n 1
I =
1 1
z 2
1  z  2 dz
2 0

m 1 n 1
1
1 1
1  z  2 1dz
2 0
2
= z

1  m 1 n 1
=  , 
2  2 2 

 m 1  n 1
  
I =  2   2 
mn2
2 
 2 

 m 1  n 1
   

i.e. 0 sin x cos x dx 
2 m n  2   2 
mn2
2 
 2 

 m 1  0 1

  
#  sin xdx =
2 m  2   2 
0
 m02
2 
 2 
 0  1   n  1 

  
#  2 cosn xdx = 
2   2 
0
0n2
2 
 2 


2
sin 7 x cos4 xdx
0

 7 1  4 1
  
=  2   2 
742
2 
 2 
5
4  
= 2
13
2
2

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5
3!
= 2
11 9 7 5 5
2    
2 2 2 2 2
3 2  2  2  2
=
11 9  7  5
48
=
3465


0 2 sin x cos x dx
7 4
Use the definition of Beta function to evaluate


0 2 sin x cos x dx
7 4


0 2 sin x cos x sin x cos x dx
6 3
=

sin x  cos x 
 6 3

0 2 2 2
= 2 2 sin x cos x dx

sin x  1  sin x 
 3
3
0 2 2 2
= 2 sin x cos x dx
When,
Let, x  0, z  0
 z  1  z 
1 3
3 dz
= 2
sin2 x  z
0 2 
2 sin x cos xdx  dz x , z 1
2
1 1 41
 
5
1
= 0
z 1  z 2 dz
2

1  5
=   4, 
2  2

5
4  
= 2
 5
2  4  
 2
5
4  
= 2
 13 
2  
2

48
=
3465

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