CHAPTER 01
THE GAMMA AND BETA FUNCTIONS
1.1 INTRODUCTION TO GAMMA FUNCTION
The gamma function was first defined by the great Swiss
Mathematician L. Euler (1707-1783) in 1729. An effort was made to
develop a general expression having value equal to And applicable
to not only for large integral values but also for any real value of n.
This definition was in the form of an infinite product. A number of
equivalent forms are available to define the gamma function but it is
more convenient to use its definite integral form. This form of gamma
function is widely used and given by
The above definite integral is absolutely convergent for positive values
of n. The above notation and the name ‘gamma function’ were
first introduced by A. Legendre (1752-1833) in 1814. Eq.(1.1) is also
referred as Euler’s integral of second kind. The above integral can be
transformed into the form
by the substitution . It is evident by direct integration by parts
of the following integral that
[ ] ∫
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Eq. (1.3) is a fundamental recursion relation satisfied the gamma
function for positive values of n. If n is a positive integer, then the
value of can be evaluated by successive integration by parts of Eq.
(1.1). It can easily be established that
For this reason the gamma function is also termed as the factorial
function. For large values of n, a direct computation of n! may prove
difficult and time consuming. However for large values of n, one can
use Stirling’s factorial formula (i.e. asymptotic expansion of the gamma
function) given by
√ { }
The recursion relation, Eq. (1.3), is also used to extend the
domain of gamma function for negative values of n excluding zero and
negative integers (i.e. n = 0, -1, -2, -3, …. etc.) by transforming it into
the form
The gamma function is usually tabulated for 1 < n < 2
(Appendix A). The value of for a given n can be calculated by
successive use of Eq. (1.3) and the tables for the gamma function. A
graph of gamma function is shown in Figure 1.1. Observe that the
gamma function is not convergent for n = 0, -1, -2, -3, …. etc.
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CHAPTER 01 THE GAMMA AND BETA FUNCTIONS
∎ PROBLEM 1-1
∫ ∫
∫ ∫
SOLUTION
(b) Integration by parts yields
[ { }] ∫ { }
( )
∫ ( ) √
(c) Substitute Observe that the
limits of integration for new variable will remain same and given
integral becomes
∫ ( ) ∫
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(d) Comparing the given integral with Eq. (1.2) we get ,
therefore
∫ ( )
( ) ∎
∎ PROBLEM 1-2
Evaluate
∫ ∫ ∫
SOLUTION
(a) Substitute i.e. then . Observe
that the limits of integration will remain unchanged. Hence
∫ ∫ ( )
(b) The given integral can be rearranged as
∫ ∫
Substitute then . Observe that there will be no
change in the limits of integration. Hence
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CHAPTER 01 THE GAMMA AND BETA FUNCTIONS
(c) Substitute i.e. then . Observe that
the limits of integration will remain same for new variable. Hence
∫ ∫ ( ) ∫
( ) ( ) ( ) ( )
∫
( )
∎ PROBLEM 1-3
∫ ∫ { ( )}
SOLUTION
(a) Substitute i.e. then . Observe that the
limits of integration for new variable will change as under
The given integral becomes
∫ ∫ ∫
∫ ∫
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SPECIAL FUNCTIONS
Here a second substitution . Observe that the limits of
integration for new variable will remain same and the above integral
will be transformed into
∫ ( ) ∫
(b) Substitute then the given integral becomes
∫ ∫ ∫
∫ ∫
Here a second substitution is made as under.
Hence
∫ ( ) ∫
∫ { ( )}
Substitute ( ) i.e. then . The limits of
the given integral in terms of new variable will be
( )
Hence
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CHAPTER 01 THE GAMMA AND BETA FUNCTIONS
∫ ∫ ∫
Introducing a second variable one gets . The
limits of integration will remain same for new variable. Now
∫ ( ) ( ) ∫
∫ { ( )} ∎
The types of integrals discussed in above examples can also be
evaluated directly by employing the following definite integral
formulae involving gamma functions.
( )
∫
( )
∫ { ( )}
∎ PROBLEM 1-4
Prove that
( )
∫
( )
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and hence evaluate the following integrals.
∫ ∫ ∫
SOLUTION
Substitute i.e. ( ) then ( ) ( ) . There
will be no change in limits of integration. Hence
∫ {( ) } ( ) ( )
( )
∫
( )
(c) Now and , therefore
( )
∫ ( )
( )
(b) Now and therefore
( )
∫
( )
(c) Now , and , therefore
( )
∫ ∎
( )
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CHAPTER 01 THE GAMMA AND BETA FUNCTIONS
∎ PROBLEM 1-5
Prove that
and hence evaluate the following integrals.
∫ ∫
SOLUTION
Substitute i.e. then . The limits of
integration for new variable are as under
Hence
∫ ∫
Here we make a second substitution . Observe that there
will be no change in the limits of the above definite integral. Hence
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∫ ( ) ( )
(a) Here therefore
(b) Here therefore
∫ ∫
(c) Here therefore
∫ ∎
∎ PROBLEM 1-6
Prove that
∫ { ( )}
and use it to evaluate the following
∫ { ( )} ∫ { ( )}
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CHAPTER 01 THE GAMMA AND BETA FUNCTIONS
SOLUTION
Substitute ( ) i.e. then . The limits
of integration of new variable are as under
( )
Hence
∫ { ( )} ∫
∫ ∫
Here a second substitution will transform the above
integral into
∫ ( ) ( )
∫ { ( )}
Alternate Method
∫ { ( )} ∫ { }
∫ { } ∫ { }
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∫ { ( )}
∫ { ( )} ∎
1.2 SPECIAL VALUES OF THE GAMMA FUNCTION
Using the definition of the gamma function, given by Eq. (1.2),
one can write ( ) as
( ) ∫ ∫
( )
{ ( )} ∫ ∫
This double integral can be evaluated by transforming it into polar
coordinates using the transformation equations
Hence
{ ( )} ∫ ∫ ∫ [ ]
{ ( )} ∫ [ ]
( ) √
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CHAPTER 01 THE GAMMA AND BETA FUNCTIONS
The successive use of Eq. (1.3) will extend the above formula for other
values which are odd multiples of . Two such relations are as under.
( ) √
( ) √
where .
∎ PROBLEM 1-7
Evaluate
∫ √ √
SOLUTION
(a) Substitute i.e. ( ) then ( )
Observe that the limits of integration will not change for the new
variable. Hence the given definite integral becomes
∫ ∫ ( ) ( )
( ) ( )( )
∫ √
√ √ √
(b) Substitute √ i.e. then . Again the limits
of integration will remain same and given integral becomes
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∫ √ √ ∫
√
∫ ( ) ( )( ) ∎
The type of integrals discussed in Example 1-7 can be directly
evaluated directly by the following relation.
( )
∫
( )
∎ PROBLEM 1-8
Prove that
( )
∫
( )
and hence evaluate
∫ ∫
SOLUTION
Substitute i.e. ( ) then ( ) . There will be
no change in limits of integration of above integral. Hence
∫ {( ) } { ( ) }
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CHAPTER 01 THE GAMMA AND BETA FUNCTIONS
( )
∫
( ) ( )
(a) Here , therefore
( ) ( ) ( ) ( ) (√ ) √
∫
( )
(b) Here , therefore
( )
∫ ( ) ∎
( )
∎ PROBLEM 1-8
∫
√
SOLUTION
The given integral can be rewritten as
∫ ∫ ∫ { ( )}
√ √
Using Eq. (1.10) for and we get
( )
∫ ( ) √ ∎
√ * +
∎ PROBLEM 1-9
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( )
( ) ( )
( )
SOLUTION
(a) The given expression can be simplified by use of the following
expressions.
If n is an integer
Hence
( ) ( )
( ) ( )( )( ) ( )
√
( ) ( )( )( ) ( )
(c) Using the formula (1.13B) for we get
√ √
( ) ( ) ∎
1.3 RELATIONSHIP AMONG GAMMA FUNCTIONS
The relationship between two gamma functions is given by the
following relation.
The above relation is referred as reflection formula. It is interesting to
note that Eq. (1.12) is a particular case (i.e. for ) of Eq. (1.14).
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CHAPTER 01 THE GAMMA AND BETA FUNCTIONS
Eq. (1.14) will be proved after defining the beta function. The Legendre
duplication formula for the gamma function is defined as
( )
√
which is again a special case (i.e. ) of the general formula given
by the following relation.
( ) ( ) ( )
(1.16)
∎ PROBLEM 1-9
Evaluate
∫ ∫
SOLUTION
(a) Substitute i.e. then . Observe that
limits of integration will remain same. Hence
∫ ∫ ( ) ( )
Here Eq. (1.14) was employed for .
(b) Using the same above substitution, one gets
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( )
∫ ∫ ∫
Using Eq. (1.14) for we get
∫
√ √
(c) Substitute i.e. then . Observe that
the limits of integration will remain same for new variable. Hence
{ }
∫ ∫ ∫
Using the relation
for we get
∫ ∎
( ) ( ) √
√
1.4 OTHER FORMS OF GAMMA FUNCTION
The following integrals can also be used to define the gamma function
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CHAPTER 01 THE GAMMA AND BETA FUNCTIONS
∫ { ( )}
∫ { ( )}
∎ EXAMPLE 1-
∫ { ( )}
SOLUTION
The gamma function is defined
Substitute or or ( )
therefore . The limits of integration will be
Hence
∫ { ( )} { } ∫ { ( )}
∫ { ( )} ∎
The proofs of remaining relations are quite straight forward and left as
an exercise for the reader.
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∎ EXAMPLE 1-
Express
in terms of gamma function.
SOLUTION
Substitute ( ) then ( ) . The limits of
integration will remain same. Hence
∫ ∫ {( ) } { ( ) }
1.5 THE BETA FUNCTION
The beta function, denoted by , is defined by
which is absolutely convergent for positive values of ‘m’ and ‘n’ i.e.
.Eq. (1.17) is also referred as Euler’s integral of first
kind. The above integral can be transformed into the trigonometric
form by the substitution
then and
The new limits of integration will be from to . Hence
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CHAPTER 01 THE GAMMA AND BETA FUNCTIONS
It is left as an exercise for the reader to prove that the beta function is
symmetric in m and n i.e.
1.5 RELATIONSHIP BETWEEN THE GAMMA AND
BETA FUNCTIONS
An important relation connecting the gamma and beta functions
can be derived by using the definition of the gamma function given by
Eq. (1.2). Now
Taking the product
∫ ∫
This double integral can be transformed into the polar form by the
substitution
∫ ∫
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∫ ∫
{ ∫ }{ ∫ }
by using Eq. (1.2) and Eq. (1.18). Hence
A large number of definite integrals can be evaluated with the help of
the gamma and beta functions.
∎ EXAMPLE 1-
Evaluate
∫ ∫
∫
√
SOLUTION
(c) Substitute i.e. then . Hence
∫ ∫ ( )
√
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CHAPTER 01 THE GAMMA AND BETA FUNCTIONS
∫ ∫ ( )
√
,( ) ( ) (√ )- {√ }
∎
∎ PROBLEM 1-
Evaluate
∫ √
∫ √
SOLUTION
∫ ( )
{ } ,( ) ( ) (√ )-
,( ) ( ) ( ) ( ) (√ )-
∫ √ ∫
( ) ( )
∫ √ ( )
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( ) ( )
( ) √
∫ ∫ { ( )}
√
( ) ( ) {√ } { }
∫ √
( ) ( )
∫ ( )
( )
( ) ( ) ( )
( ) ( ) ( ) ( )
( ) √ √
∎ PROBLEM 1-
Prove that
SOLUTION
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CHAPTER 01 THE GAMMA AND BETA FUNCTIONS
( ) ( )
{ }{ }
{ }
{ }
(d) L.H.S.
{ }{ }
R.H.S.
{ }{ }
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L.H.S. = R.H.S.
∎ PROBLEM 1-
, ( )-
∫
, ( )-
SOLUTION
Substitute i.e. then we have
and . The limits of integration will
change as under
The given integral becomes
∫ ∫ { }
∫ { ( )}
( ) ( ) , ( )- , ( )- , ( )-
( ) , ( )- , ( )-
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CHAPTER 01 THE GAMMA AND BETA FUNCTIONS
, ( )-
∫
, ( )-
∎ PROBLEM 1-
∫
√
SOLUTION
Substitute i.e. then ( ) . The
limits of integration change as under
Therefore
∫ ∫ ∫
√ √
( ) ( ) √ , ( )-
( )
( ) ( ) ( )
But
( ) ( ) ( ) ( ) √
Hence
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√ , ( )- , ( )-
∫ ∎
√ √ √
∎ PROBLEM 1-
SOLUTION
Substitute then and
The limits of integration will change as under
Hence
∫ ∫
∫ ∫
∫ ∎
∎ PROBLEM 1-
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CHAPTER 01 THE GAMMA AND BETA FUNCTIONS
SOLUTION
Substitute then . The limits of integration will
change as under
Hence
∫ { }
∫ ∫
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