12/27/2020

Gamma Function and Beta

Function
(Special Transcendental Functions)

Gamma Function (Special

Transcendental Functions)

1
 12/27/2020

Notation

Usually we write 𝑓(𝑥), 𝑔(𝑡) etc. to denote functions.

But the gamma function has a special notation Γ(𝑛) , where
(i) n is the independent variable.
(ii) Γ is the capital Greek letter gamma.
The Gamma function was first introduced by Swiss mathematician
Leonhard Euler (1707-1783).

Note: Gamma Function is also called Eulerian integral of second kind.

3

Definition
The gamma function may be regarded as a generalized factorial function,
Γ 𝑛 = (𝑛 − 1)!

• For positive whole number n, the factorial (written as 𝑛!) is defined by

𝑛! = 𝑛 × 𝑛 − 1 × 𝑛 − 2 × ⋯ × 2 × 1 For example,
5! = 5 × 4 × 3 × 2 × 1 = 120
• But this formula is meaningless if n is not an integer

 To extend the factorial to any real number 𝑛 > 0 (whether or not 𝑛 is a whole
number), the gamma function is defined by the improper integral

Γ 𝑛 =∫ 𝑒 𝑥 𝑑𝑥 for all 𝑛 > 0

This definition also applies when n is a complex number except non positive integer.
4

2
 12/27/2020

Gamma Function for real number

Γ 𝑛

𝑛
5

Gamma Function for complex number except non positive integer

Γ 𝑛

3
 12/27/2020

Factorial and Gamma Function

Factorial Gamma Function

Gamma function can be applied for all
Factorial can be applied only for non-
1. complex numbers except those who have non
negative integers.
positive integer.

2. 𝑛 ! = 𝑛 𝑛 − 1 𝑛 − 2 𝑛 − 3 … 3.2.1 Γ 𝑛 = 𝑛 − 1 ! = 𝑛 − 1 𝑛 − 2 𝑛 − 3 … 3.2.1

3. ! cannot be calculated Γ = 𝜋

Properties
Property P1: The fundamental property of gamma function
Γ 𝑛 + 1 = 𝑛Γ 𝑛 ,
for any real number 𝑛 > 0 and for any complex number except non
positive integer
Property P2: Γ 𝑛 = 𝑛 − 1 !, 𝑛 = 1,2,3, …
Property P3: Γ 1 = 1
Property P4: 𝛤(𝑛) = (1/𝑛) 𝛤(𝑛 + 1)
Property P5: Γ 0 = 𝑢𝑛𝑑𝑒𝑓𝑖𝑛𝑒𝑑

Property P6: Γ = √𝜋

4
 12/27/2020

Property P1: The fundamental property of gamma

function is
Proof: We know

Γ 𝑛 = 𝑒 𝑥 𝑑𝑥

𝑑𝑢
∴ Γ 𝑛+1 = 𝑒 𝑥 𝑑𝑥 𝑢𝑣 𝑑𝑥 = 𝑢 𝑣 𝑑𝑥 − 𝑣 𝑑𝑥 𝑑𝑥
𝑑𝑥
By integration by parts we get

𝑒 𝑒
Γ 𝑛+1 = 𝑥 − 𝑛𝑥 𝑑𝑥
−1 −1
𝑒 𝑒
Γ 𝑛+1 = ∞ −0 +𝑛 𝑥 𝑒 𝑑𝑥
−1 −1
⇒ Γ 𝑛 + 1 = 0 + 𝑛Γ 𝑛 = 𝑛Γ 𝑛

∴ Γ 𝑛 + 1 = 𝑛Γ(𝑛) 9
[proved (P1)]

Property P2:

Proof: We know from P1

Γ 𝑛 + 1 = 𝑛Γ(𝑛)

Similarly
Γ 𝑛 = 𝑛−1 Γ 𝑛−1
= 𝑛−1 𝑛−2 Γ 𝑛−2
= 𝑛 − 1 𝑛 − 2 𝑛 − 3 … 3.2.1
= 𝑛−1 !

∴Γ 𝑛 = 𝑛−1 ! [Proved (P2)]

10

5
 12/27/2020

Property P3:
Proof: We know
Γ 𝑛 =∫ 𝑒 𝑥 𝑑𝑥

∴Γ 1 =∫ 𝑒 𝑥 𝑑𝑥

⇒Γ 1 =∫ 𝑒 𝑑𝑥

⇒Γ 1 = = −0 − −1 = 1

∴Γ 1 =1
[Proved (P3)]
11

Special Property P4:

Proof:
We have 𝑛Γ 𝑛 = Γ 𝑛+1
⇒ Γ(𝑛) = (1/𝑛) Γ(𝑛 + 1) … … (𝑃4)

Thus Γ(𝑛) can be defined, using (𝑃4) , when n is a complex number with
negative real part (except negative integer).

Note: 𝚪 −𝟏 , 𝚪 −𝟐 , 𝚪 −𝟑 , … are undefined since gamma function is not applicable for

negative integers.
12

6
 12/27/2020

Property P5:
Proof: We know
Γ 𝑛 + 1 = 𝑛Γ 𝑛

Γ(𝑛 + 1)
⇒Γ 𝑛 =
𝑛
Γ(0 + 1)
∴Γ 0 =
0
Γ(1) 1
⇒Γ 0 = = = 𝑢𝑛𝑑𝑒𝑓𝑖𝑛𝑒𝑑
0 0

Γ 0 = 𝑢𝑛𝑑𝑒𝑓𝑖𝑛𝑒𝑑
[Proved (P5)]
13

𝟏
Property P6: 𝟐
Proof:

14

7
 12/27/2020

Evaluate

Q-1. Γ(7)

Q-2. Γ( )

Q-3. Γ 𝑖𝑓 Γ =

Q-4. Γ(7)

Q-5. Γ(− )

15

Q-1 Evaluate
Solution: Γ 7 = Γ(6 + 1) [ Comparing with P1]
= 6 Γ(6)
= 6 Γ(5 + 1) Γ 𝑛 + 1 = 𝑛Γ 𝑛
= 6.5. Γ(5)
= 6.5. Γ(4 + 1)
= 6.5.4 Γ(4)
= 6.5.4 Γ(3 + 1)
= 6.5.4.3 Γ(3)
= 6.5.4.3 Γ(2 + 1)
= 6.5.4.3.2. Γ(2)
= 6.5.4.3.2. Γ(1 + 1)
= 6.5.4.3.2.1.1 = 720

Answer:
16
Γ(7) = 720

8
 12/27/2020

Q-2 Evaluate
Solution: Γ = Γ + 1 [ Comparing with P1]

= Γ Γ 𝑛 + 1 = 𝑛Γ 𝑛
= Γ + 1

= . Γ

= . Γ + 1

= . . .Γ

= . . . √𝜋

= √𝜋

Answer:
7 15
Γ = √𝜋 17
2 8

𝟏𝟎 𝟏 𝟐𝟕
Q-3 Evaluate
𝟑 𝟑 𝟏𝟎
Solution:
Γ = Γ + 1 [ Comparing with P1]
= Γ
Γ 𝑛 + 1 = 𝑛Γ 𝑛
= Γ + 1
.
= Γ
= . Γ + 1
= . . Γ
= . . . 𝑎𝑠 𝑔𝑖𝑣𝑒𝑛
=
Answer:
10 14
Γ = 18
3 5

9
 12/27/2020

Q-4 Evaluate
Solution:

Γ 7 = (7 − 1)! [ Comparing with P2]

= 6! Γ 𝑛 = 𝑛−1 !

= 6.5.4.3.2.1

= 720

Answer: Γ(7) = 720

19

𝟕
Q-5 Evaluate 𝟐
Solution: Γ(𝑛) = (1/𝑛) Γ(𝑛 + 1) [ From P4]

∴Γ − = Γ − +1

= − Γ −

= − − Γ −

= − − − Γ −

= − − − −2 Γ

= √𝜋

7 16
Answer: Γ − = √𝜋
2 105 20

10
 12/27/2020

𝒙 𝟔
Q-6 Evaluate 𝟎
Solution:
Given that

∫ 𝑒 𝑥 𝑑𝑥 = ∫ 𝑒 𝑥 𝑑𝑥 Γ 𝑛 = 𝑒 𝑥 𝑑𝑥

=𝛤 7
Γ 𝑛 = 𝑛−1 !
= 6!
= 720

Answer:
𝑒 𝑥 𝑑𝑥 = 720

21

𝟕
𝟐𝟓 𝒙 𝟑 𝟏 𝟐𝟕
Q-7 Evaluate 𝟎 𝟕 𝟑 𝟏𝟎
Solution:
Given that

∫ 𝑒 𝑥 𝑑𝑥 = ∫ 𝑒 𝑥 𝑑𝑥

= ∫ 𝑒 𝑥 𝑑𝑥 Γ 𝑛 = 𝑒 𝑥 𝑑𝑥

= 𝛤

= .
= 10

Answer: 25
𝑒 𝑥 𝑑𝑥 = 10
7 22

11
 12/27/2020

Evaluate the following

Q-1. Γ 67

Q-2. Γ

Q-3. Γ 𝑖𝑓 Γ =

Q-4. Γ −

Q-5. Γ −

Q-6. ∫ 𝑒 𝑥 𝑑𝑥

Q-7. ∫ 𝑒 𝑥 𝑑𝑥
23

Beta Function
(Special Transcendental Functions)

24

12
 12/27/2020

Notation

Usually we write 𝑓(𝑥, 𝑦), 𝑔(𝑠, 𝑡) etc. to denote functions in two variables.
But the Beta function has a special notation 𝛽 𝑚, 𝑛 or 𝛣 𝑚, 𝑛 , where
(i) 𝑚, 𝑛 are the independent variables.
(ii) 𝛽is the Greek letter Beta.

Note: Beta function is also called Eulerian Integral of the first kind.

25

Definition

The Beta function is defined by the integral

𝛣 𝑚, 𝑛 = ∫ 𝑥 (1 − 𝑥) 𝑑𝑥 ; 𝑚 > 0, 𝑛 > 0
The quantities 𝑚 and 𝑛 are positive but not necessarily integers.
 Another form of Beta function

𝛣 𝑚, 𝑛 = 2 ∫ 𝑠𝑖𝑛 𝜃 𝑐𝑜𝑠 𝜃𝑑𝜃

26

13
 12/27/2020

Gamma and Beta Function

Gamma Beta

1. Gamma is a single variable function Beta is a two-variable function

Notation: 𝐵 𝑚, 𝑛 , where 𝑚 and 𝑛 are two

2. Notation: Γ 𝑛 , where 𝑛 is the variable.
variables.

3. Γ 𝑛 = ∫ 𝑒 𝑥 𝑑𝑥 for all 𝑛 > 0 𝛣 𝑚, 𝑛 = ∫ 𝑥 (1 − 𝑥) 𝑑𝑥 ; 𝑚 > 0, 𝑛 > 0

4. Γ = 𝜋 𝛣 , =𝜋
27

Relation between Gamma and Beta Function

Γ(𝑚)Γ(𝑛)
𝐵(𝑚, 𝑛) =
Γ(𝑚 + 𝑛)

28

14
 12/27/2020

Properties

Property P1: The Beta Function is symmetric that is

𝛣 𝑚, 𝑛 = 𝛣 𝑛, 𝑚

Property P2: 𝛣 𝑚, 𝑛 = 2 ∫ 𝑠𝑖𝑛 𝜃 𝑐𝑜𝑠 𝜃𝑑𝜃

Property P3:∫ 𝑐𝑜𝑠 𝜃𝑠𝑖𝑛 𝜃 𝑑𝜃 = 𝐵 , =

29

Show that  ( m, n)   ( n, m )
Proof:
From the definition of Beta function Let x  1  y then dx   dy
1  x 
1 n 1
 ( m, n)  0 x m 1
dx when x  1, y  0
when x  0, y  1
1  1  y   dy 
n 1
 1 1  y 
0 m 1

 0 1  y 
1 m 1
y n 1dy

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

30

15
 12/27/2020

 m 1   n 1 
   

Show that 0 sin x cos x dx 
2 m n  2   2 
.
mn2
2  
Proof:  2 

Let I  0 2 sin m x cos n x dx

 0 2 sin m1 x cos n 1 x sin x cos x dx
m 1 n 1
 0 2  sin 2 x   cos2 x 

2 2 sin x cos x dx
 m 1  n 1
1 1 m21 n 1
Let sin 2 x  z then 2sin x cos xdx  dz
  
 I  0 z 1  z  2 dz when x  0, z  0 I   2   2 
2  mn2
 2  
1 1 m 11 n 1
when x  , z 1  2 
 0 z 2 1  z  2 dz
1
2
2
1  m 1 n 1
  , 
2  2 2 
31

𝝅
Q-1 Evaluate 𝟐 𝟕
𝟎
Solution:

𝑐𝑜𝑠 𝜃𝑑𝜃

= 𝑐𝑜𝑠 𝜃𝑠𝑖𝑛 𝜃 𝑑𝜃
𝑝+1 𝑞+1
Comparing with Property P3, Γ
2
Γ
2
𝑐𝑜𝑠 𝜃𝑠𝑖𝑛 𝜃 𝑑𝜃 =
𝑝+𝑞+2
= 2Γ
2
( )
= Γ 𝑛 + 1 = 𝑛Γ 𝑛
. .
=
. . . . .

= 32

16
 12/27/2020

𝝅
𝟕 𝟔
Q-2 Evaluate 𝟐
𝟎
Solution:

8𝑐𝑜𝑠 𝜃𝑠𝑖𝑛 𝜃 𝑑𝜃

=8 𝑐𝑜𝑠 𝜃𝑠𝑖𝑛 𝜃 𝑑𝜃 𝑝+1 𝑞+1

Γ Γ
2 2
Comparing with Property P3, 𝑐𝑜𝑠 𝜃𝑠𝑖𝑛 𝜃 𝑑𝜃 =
𝑝+𝑞+2
7+1 6+1 2Γ
2
Γ 2 Γ 2
=8
7+6+2
2Γ
7 2
Γ(4)Γ 2
=8
15
2Γ 2
=? ? ?
33

Exercise

Evaluate the followings

Q-1. ∫ cos 𝜃 𝑠𝑖𝑛 𝜃 𝑑𝜃

Q-2. ∫ 13𝑠𝑖𝑛 𝜃 𝑑𝜃

Q-3. ∫ 𝑠𝑖𝑛 𝜃𝑐𝑜𝑠 𝜃𝑑𝜃

34

17
 12/27/2020

𝟓
𝟏 𝟐
Q-3 Evaluate 𝟎
𝟐

Solution: Comparing with 𝛣 𝑚, 𝑛 = ∫ 𝑥 (1 − 𝑥) 𝑑𝑥 we can write

∫ 𝑥 (1 − 𝑥) 𝑑𝑥

= 𝐵 3,

Γ(𝑚)Γ(𝑛)
= 𝐵(𝑚, 𝑛) =
Γ(𝑚 + 𝑛)

. .
= Γ 𝑛 + 1 = 𝑛Γ 𝑛
. .

= 35

𝟏 𝟕 𝟒
Q-4 Evaluate 𝟎

Solution: Comparing with 𝛣 𝑚, 𝑛 = ∫ 𝑥 (1 − 𝑥) 𝑑𝑥 we can write

∫ 𝑥 (1 − 𝑥) 𝑑𝑥

= 𝐵 5,8

Γ(𝑚)Γ(𝑛)
= 𝐵(𝑚, 𝑛) =
Γ(𝑚 + 𝑛)

=
! ! Γ 𝑛 = 𝑛−1 !
!

=? ? ?

36

18
 12/27/2020

Exercise

Evaluate the followings

Q-4. ∫ 12(1 − 𝑥) 𝑥 𝑑𝑥

Q-5. ∫ (1 − 𝑥) 𝑥 𝑑𝑥

37

19