The Gama and Beta Function
The Gama and Beta Function
Gama Function:
∞
The Gama function Γ(𝑥) in defined by the integral Γ(𝑥) = ∫0 𝑡 𝑥−1 𝑒 −𝑡 𝑑𝑡 and is convergent for
𝑥>0
∞
Now, if Γ(𝑥) = ∫0 𝑡 𝑥−1 𝑒 −𝑡 𝑑𝑡
Then
∞ ∞
Γ(𝑥 + 1) = ∫0 𝑡 (𝑥+1)−1 𝑒 −𝑡 𝑑𝑡 = ∫0 𝑡 𝑥 𝑒 −𝑡 𝑑𝑡 (1)
=𝑥Γ(𝑥)
∴ Γ(𝑥 + 1) = 𝑥Γ(𝑥)
This is a fundamental recurrence relation for gamma function. It can also be written as:
Γ(𝑥) = (𝑥 − 1) Γ(𝑥 − 1)
With the above, we can derive a number of other results.
e.g., when𝑥 = 𝑛, 𝑎 𝑝𝑜𝑠𝑖𝑡𝑖𝑣𝑒 𝑖𝑛𝑡𝑒𝑔𝑟𝑎𝑙 ≥ 1, 𝑡ℎ𝑒𝑛
Γ(𝑛 + 1) = 𝑛Γ(𝑛) 𝑏𝑢𝑡 Γ(𝑛) = (𝑛 − 1)Γ(𝑛 − 1)
= 𝑛(𝑛 − 1)Γ(𝑛 − 1) = Γ(𝑛 − 1) = (𝑛 − 2)Γ(n − 2)
= 𝑛(𝑛 − 1)(𝑛 − 2)Γ(𝑛 − 2)
= 𝑛(𝑛 − 1)(𝑛 − 2)(𝑛 − 3) … . .1Γ(1) = 𝑛! Γ(1)
But form the original definition,Γ(1) = 1
Proof:
∞ ∞
Γ(1) = ∫0 𝑡1−1 𝑒 −𝑡 𝑑𝑡 = ∫0 𝑡 0 𝑒 −𝑡 dt= [−𝑒 −𝑡 ]∞
0 =0+1=1
1
We can also need the recurrence relation in reverse;
Γ(𝑥+1)
Γ(𝑥 + 1) = 𝑥Γ(x) ∴ Γ(𝑥) = 𝑥
Now, so far, we have been conspiring the case when is in a positive integral. Now , what happen is 𝑛 =
1⁄
2
For 𝑛 = 1⁄2
∞ 1
Γ(1⁄2)= ∫0 𝑡 − ⁄2 𝑒 −𝑡 𝑑𝑡
Now let 𝛿𝑥𝛿𝑦 = 𝛿𝑎 represent an element of area in the x-y plane and the integration with the defined
limits covers the whole of the first quadrant.
𝛿𝑦
𝛿𝑥
2
Converting to polar coordinates, the element of area 𝛿𝑎 = 𝛿𝑥𝛿𝑦
Also, 𝑥 2 + 𝑦 2 = 𝑟 2
2 +𝑦 2 ) 2
∴ 𝑒 −(𝑥 = 𝑒 −𝑟
For the integration to cover the same region as before, the limits are; 𝑟 = 0 𝑡𝑜 ∞, then the limit of 𝜃 =
𝜋
0≤𝜃≤2
𝛿𝑟
𝑟 𝑟𝛿𝜃
𝑦
𝛿𝜃
𝑥
𝜋 𝜋 2 ∞
∞
2
2
−𝑟 2 )
𝑒 −𝑟 2
∴𝐼 =∫ ∫ 𝑒 𝑟𝛿𝑟𝛿𝜃 = ∫ [ ] 𝛿𝜃
0 0 0 2 0
𝜋
21
=∫ 𝛿𝜃
0 2
𝜋
𝜃 2 𝜋
=[ ] =
20 4
𝜋 √𝜋
∴𝐼=√ =
4 2
∞ 2 √𝜋
∴ ∫0 𝑒 −𝑥 𝑑𝑥 = (a)
2
√𝜋
Γ(1⁄2) = 2 × = √𝜋
2
∴ Γ(1⁄2) = √𝜋
With the result for Γ(1⁄2), we could determine the value of Γ(𝑥) when 𝑥 is a fraction
3
Worked Example
1 √𝜋
Γ(3⁄2) = Γ(1 + 1⁄2) = Γ(1⁄2) =
2 2
3 3 √𝜋 3√𝜋
Γ(5⁄2) = Γ(1 + 3⁄2) = Γ(3⁄2) = ( ) =
2 2 2 4
Exercise 1
∴ Γ(0) = ∞
The same thing occurs for all negative integer values which does not follow from the original definition
but which is obtainable from the recurrent relation because at:
Γ(−1+1) Γ(0)
𝑥 = −1, Γ(−1) = = = ∞, ,
−1 −1
Γ(−2+1) Γ(−1)
𝑥 = −2, Γ(−2) = = =∞
−2 −2
1
1 1 Γ(− +1) 2Γ(1/2)
𝑥= − , Γ (− ) = 2
1 = = −2√𝜋
2 2 − −1
2
5 −5+2 −3 −3 −3+2 −1
5 5 Γ(− +1) −2Γ( ) −2Γ( ) −2Γ( +1) 4Γ( ) 4Γ( ) 4×−2√𝜋 8√𝜋
𝑥 = − 2, Γ (− 2) = 2
5 = 5
2
= 5
2
= 2
3 = 15
2
= 15
2
= 15
=− 15
− 5×−
2 2
−7 16√𝜋
Similarly, Γ ( 2 ) = 105
Graph of 𝒚 = 𝚪(𝒙)
The values of Γ(𝑥) for a range of positive values of x are available in tabulated in various sets of
mathematical tables. This together with the results with the results we have established so far enables us
to draw the graph of 𝑦 = Γ(𝑥)
x 0 0.5 1.0 1.5 2.0 2.5 3.0 3.5 4
𝚪(𝒙) ∞ 1.772 1.0000 0.8860 1 1.3290 2.00 3.3230 6
4
Space for graph
𝑣 − 1 = 7, → 𝑣 = 7 + 1 = 8
∞
∴ ∫ 𝑥 7 𝑒 −𝑥 𝑑𝑥 = Γ(8) = Γ(7 + 1) = 7! = 7 × 6 × 5 × 4 × 3 × 2 × 1 = 5040
0
Example 2
∞
Evaluate ∫0 𝑥 3 𝑒 −4𝑥 𝑑𝑥
If we compare this with (1), we must reduce the power of e to a single variable.
𝑦 𝑑𝑦
To do that, let 𝑦 = 4𝑥, → 𝑥 = 4 𝑎𝑛𝑑 𝑑𝑦 = 4𝑑𝑥 𝑠𝑜 𝑡ℎ𝑎𝑡 𝑑𝑥 = 4
∞ 𝑦 3 𝑑𝑦 1 ∞
∫0 (4 ) 𝑒 −𝑦 4
= (44 ) ∫0 𝑦 3 𝑒 −𝑦 𝑑𝑦 (2)
5
∞
The term ∫0 𝑦 3 𝑒 −𝑦 𝑑𝑦 in (2) compare favourably with (1) to give 𝑣 − 1 = 3, → 𝑣 = 4
∞
1 3 −𝑦
1 1 3! 3
∴( ) ∫ 𝑦 𝑒 𝑑𝑦 = ( ) Γ(4) = ( ) Γ(3 + 1) = =
44 0 44 44 44 128
Example 3
1
∞ 2
Evaluate ∫0 𝑥 2 𝑒 −𝑥 𝑑𝑥
1 1 1 𝑑𝑦 𝑑𝑦
𝐿𝑒𝑡 𝑦 = 𝑥 2 , → 𝑥 = 𝑦 2 , 𝑥 2 = 𝑦 4 𝑎𝑛𝑑 𝑑𝑦 = 2𝑥𝑑𝑥, → 𝑑𝑥 = = 1
2𝑥
2𝑦 2
For the limits, when 𝑥 = 0, 𝑦 = 𝑜 𝑎𝑛𝑑 𝑤ℎ𝑒𝑛 𝑥 = ∞, 𝑦 = ∞
∞ ∞
1 2 1 𝑑𝑦 1 ∞ 1 1 1 ∞ 1 1 1 ∞ 1−2
∴ ∫ 𝑥 2 𝑒 −𝑥 𝑑𝑥 = ∫ 𝑦 4 𝑒 −𝑦 1 = ∫ 𝑦 4−2 𝑒 −𝑦 𝑑𝑦 = ∫ 𝑦 4−2 𝑒 −𝑦 𝑑𝑦 = ∫ 𝑦 4 𝑒 −𝑦 𝑑𝑦
0 0 2 0 2 0 2 0
2𝑦 2
1
1 ∞
= 2 ∫0 𝑦 −4 𝑒 −𝑦 𝑑𝑦 (4)
6
∴ 𝛽(𝑚, 𝑛) = 𝛽(𝑛, 𝑚)
Alternative Form of the Beta Function
1
we have 𝛽(𝑚, 𝑛) = ∫0 𝑥 (𝑚−1) (1 − 𝑥)(𝑛−1) 𝑑𝑥
Reduction Formulas
For integrals involving sines and cosines, we have the following reduction formulas particular when the
𝜋
limits are 0 and 2
𝜋 𝜋
𝑛−1 2 𝑛−1
1. ∫02 𝑠𝑖𝑛𝑛 𝑥𝑑𝑥 = 𝑛 0
∫ 𝑠𝑖𝑛𝑛−2 𝑥𝑑𝑥 𝑖. 𝑒 𝑠𝑛 = 𝑛 𝑠𝑛−2 (i)
𝜋 𝜋
𝑛−1 𝑛−1
2. ∫02 𝑐𝑜𝑠 𝑛 𝑥𝑑𝑥 = 𝑛 ∫02 𝑐𝑜𝑠 𝑛−2 𝑥𝑑𝑥 𝑖. 𝑒 𝑐𝑛 = 𝑛 𝑐𝑛−2 (ii)
𝜋 𝜋
𝑚−1
3. ∫02 𝑠𝑖𝑛𝑚 𝑥𝑐𝑜𝑠 𝑛 𝑥𝑑𝑥 = 𝑚+𝑛 ∫02 𝑠𝑖𝑛𝑚−2 𝑥𝑐𝑜𝑠 𝑛 𝑥𝑑𝑥 (iii)
𝜋
If we denote the ∫02 𝑠𝑖𝑛𝑚 𝑥 𝑐𝑜𝑠 𝑛 𝑥𝑑𝑥 by 𝐼𝑚,𝑛 , the result in (iii) can be written as:
𝑚−1
𝐼𝑚,𝑛 = 𝑚+𝑛 𝐼𝑚−2,𝑛 (iv)
𝜋
4. Alternatively, ∫02 𝑠𝑖𝑛𝑚 𝑥 𝑐𝑜𝑠 𝑛 𝑥𝑑𝑥 can be expressed as:
𝜋
𝑛−1 2
= ∫ 𝑠𝑖𝑛𝑚 𝑥𝑐𝑜𝑠 𝑛−2 𝑥𝑑𝑥
𝑚+𝑛 0
𝑛−1
∴ 𝐼𝑚,𝑛 = 𝑚+𝑛 𝐼𝑚,𝑛−2 (v)
𝜋
Now, 𝛽(𝑚, 𝑛) = 2 ∫02 𝑠𝑖𝑛2𝑚−1 𝜃𝑐𝑜𝑠 2𝑛−1 𝜃𝑑𝜃 (vi)
7
𝜋 𝜋
2
2𝑚−1 2𝑛−1
(2𝑚 − 1) − 1 2
∫ 𝑠𝑖𝑛 𝜃𝑐𝑜𝑠 𝜃𝑑𝜃 = ∫ 𝑠𝑖𝑛2𝑚−3 𝜃𝑐𝑜𝑠 2𝑛−1 𝜃𝑑𝜃
0 (2𝑚 − 1) + (2𝑛 − 1) 0
𝜋
2𝑚 − 1 − 1 2
= ∫ 𝑠𝑖𝑛2𝑚−3 𝜃𝑐𝑜𝑠 2𝑛−1 𝜃𝑑𝜃
2𝑚 + 2𝑛 − 1 − 1 0
𝜋
2𝑚 − 2 2
= ∫ 𝑠𝑖𝑛2𝑚−3 𝜃𝑐𝑜𝑠 2𝑛−1 𝜃𝑑𝜃
2𝑚 + 2𝑛 − 2 0
𝜋
2(𝑚 − 1) 2
= ∫ 𝑠𝑖𝑛2𝑚−3 𝜃𝑐𝑜𝑠 2𝑛−1 𝜃𝑑𝜃
2(𝑚 + 𝑛 − 1) 0
𝜋
𝑚−1
= ∫ 2 𝑠𝑖𝑛2𝑚−3 𝜃𝑐𝑜𝑠 2𝑛−1 𝜃𝑑𝜃
𝑚+𝑛−1 0
(vii)
4−1 3−1
∴ 𝛽(4,3) = × × 𝛽(4 − 1, 3 − 1)
4+3−1 4+3−2
3 2
= × × 𝛽(3, 2)
6 5
8
3 2 3−1 2−1
= × × × × 𝛽(3 − 1, 2 − 1)
6 5 3+2−1 3+2−2
3 2 2 1
= 6 × 5 × 4 × 3 × 𝛽(2, 1) (a)
Now, we must evaluate 𝛽(2, 1) for which we can no longer go further in the reduction process, since from
the definition of 𝛽(𝑚, 𝑛) m and n must be greater 0.
𝜋
However, from 𝛽(𝑚, 𝑛) = 2 ∫02 𝑠𝑖𝑛2𝑚−1 𝜃 𝑐𝑜𝑠 2𝑛−1 𝜃𝑑𝜃, we could have;
𝜋
2
𝛽(2,1) = 2 ∫ 𝑠𝑖𝑛(2×2−1) 𝜃𝑐𝑜𝑠 (2×1−1) 𝜃𝑑𝜃
0
𝜋
𝛽(2,1) = 2 ∫0 𝑠𝑖𝑛3 𝜃𝑐𝑜𝑠𝜃𝑑𝜃
2 (b)
𝑑𝑢 𝑑𝑢
Using integration by substitution, we could let 𝑢 = 𝑠𝑖𝑛𝜃 → 𝑑𝜃 = 𝑐𝑜𝑠𝜃; 𝑑𝜃 = 𝑐𝑜𝑠𝜃 such that
equation (b) can be written thus
𝜋 𝜋 𝜋 𝜋
2 𝑑𝑢 22 𝑢4 2
𝛽(2,1) = 2 ∫ 𝑠𝑖𝑛3 𝜃𝑐𝑜𝑠𝜃𝑑𝜃 = 𝛽(2,1) = 2 ∫ 𝑢3 𝑐𝑜𝑠𝜃 = 2 ∫ 𝑢3 𝑑𝑢 = 2 [ ]
0 0 𝑐𝑜𝑠𝜃 0 4 0
𝜋
2 1 𝜋 1 1
= [𝑠𝑖𝑛4 𝜃]02 = [𝑠𝑖𝑛4 ( ) − 𝑠𝑖𝑛4 (0)] = [14 − 0] =
4 2 2 2 2
1
Substituting for 𝛽(2,1) in equation (a) will yield;
2
3 2 2 1 3 2 2 1 1 (3 × 2 × 1) × (2 × 1)
∴ 𝛽(4,3) = × × × × 𝛽(2, 1) = × × × × =
6 5 4 3 6 5 4 3 2 6×5×4×3×2
3! × 2! (4 − 1)! × (3 − 1)! 12 1
= = = =
6! (4 + 3 − 1)! 720 60
(5−1)!×(3−1)! 4!×2! 48 1
Similarly, 𝛽(5,3) = (5+3−1)!
= = 5040 = 105
7!
(𝑚−1)!×(𝑛−1)!
In general, 𝛽(𝑚, 𝑛) = (𝑚+𝑛−1)!
𝜋
Note that 𝛽(𝑘, 1) = 2 ∫02 𝑠𝑖𝑛2𝑘−1 𝜃𝑐𝑜𝑠𝜃𝑑𝜃
1 1
We can also use trigonometrical definition to evaluate 𝛽 ( , )
2 2
𝜋
From, 𝛽(𝑚, 𝑛) = 2 ∫02 𝑠𝑖𝑛2𝑚−1 𝜃𝑐𝑜𝑠 2𝑛−1 𝜃𝑑𝜃, we have;
𝜋
1 1 2 1
(2× −1)
1
(2× −1)
𝛽 ( , ) = 2 ∫ 𝑠𝑖𝑛 2 𝜃𝑐𝑜𝑠 2 𝜃𝑑𝜃
2 2 0
𝜋
2
= 2 ∫ 𝑠𝑖𝑛0 𝜃𝑐𝑜𝑠 0 𝜃𝑑𝜃
0
9
𝜋 𝜋
𝜋
2 2
= 2 ∫ (1 × 1)𝑑𝜃 = 2 ∫ 𝑑𝜃 = 2[𝜃]02
0 0
𝜋
= 2 ( − 0) = 𝜋
2
1 1
∴ 𝛽( , ) = 𝜋
2 2
Relationship between Beta and Gama functions
The relationship between the two functions is given as:
Γ(m)Γ(n)
𝛽(𝑚, 𝑛) =
Γ(m + n)
So,
3 1
3 1 Γ (2) Γ (2)
𝛽( , ) =
2 2 3 1
Γ (2 + 2)
3 1
Γ( )Γ( )
= 2 2
4
Γ (2)
3 1 𝜋
Γ ( ) Γ ( ) √ × √𝜋 𝜋
= 2 2 = 2 =
Γ(2) 1 2
APPLICATIONS OF GAMA AND BETA FUNCTIONS
1
1. Evaluate 𝐼 = ∫0 𝑥 5 (1 − 𝑥)4 𝑑𝑥
1
Comparing with 𝛽(𝑚, 𝑛) = ∫0 𝑥 (𝑚−1) (1 − 𝑥)(𝑛−1) 𝑑𝑥, we have;
𝑚 − 1 = 5, → 𝑚 = 6 𝑎𝑛𝑑 𝑛 − 1 = 4, → 𝑛 = 5
∴ 𝛽(𝑚, 𝑛) = 𝛽(6,5)
Γ(m)Γ(n) Γ(6)Γ(5) Γ(5+1)Γ(4+1) 5!×4! 2880
But 𝛽(𝑚, 𝑛) = Γ(m+n)
, → 𝛽(6,5) = Γ(6+5)
= Γ(10+1)
= 10!
= 3628800 = 1/1260
1
2. Evaluate 𝐼 = ∫0 𝑥 4 (√1 − 𝑥 2 )𝑑𝑥
1
Comparing this with 𝛽(𝑚, 𝑛) = ∫0 𝑥 (𝑚−1) (1 − 𝑥)(𝑛−1) 𝑑𝑥, we see that we have 𝑥 2 instead of a
single 𝑥. As a result, we need to use substitution that will make the given integral to be
comparable to the beta function aa follows:
1 1
𝑑𝑦 𝑑𝑦 𝑑𝑦 𝑑𝑦
Let 𝑥 2 = 𝑦, 𝑖. 𝑒 𝑥 = 𝑦 2 → 𝑥 4 = 𝑦 2 𝑎𝑛𝑑 𝑑𝑥 = 2𝑥, → 𝑑𝑥 = 2𝑥
= 1 = 𝑦 −2 2
2𝑦 2
Limit: when 𝑥 = 0, 𝑦 = 0 𝑎𝑛𝑑 𝑤ℎ𝑒𝑛 𝑥 = 1, 𝑦 = 1 as such the limits do not change
10
1 1 1 1 𝑑𝑦
∴ 𝐼 = ∫ 𝑥 4 (√1 − 𝑥 2 )𝑑𝑥 = ∫ 𝑦 2 (1 − 𝑦)2 × 𝑦 −2
0 0 2
1 1 1 1
= ∫ 𝑦 2 × 𝑦 −2 (1 − 𝑦)2 𝑑𝑦
2 0
1 1 1 1
= ∫ 𝑦 2−2 (1 − 𝑦)2 𝑑𝑦
2 0
3 1
1 1
= 2 ∫0 𝑦 2 (1 − 𝑦)2 𝑑𝑦 (c)
1
Comparing (c) with 𝛽(𝑚, 𝑛) = ∫0 𝑥 (𝑚−1) (1 − 𝑥)(𝑛−1) 𝑑𝑥, we have;
3 3 5 1 1 3
𝑚−1= , →𝑚= +1= 𝑎𝑛𝑑 𝑛 − 1 = →𝑛= +1=
2 2 2 2 2 2
1 5 3
∴ 𝛽(𝑚, 𝑛) = 𝛽 ( , )
2 2 2
5 3 3 1 3 3 1 1
1 1 Γ(m)Γ(n) 1 5 3 1 Γ( )Γ( ) 1 Γ( +1)Γ( +1) 1 Γ( )× Γ( )
But 𝛽(𝑚, 𝑛) = , → 𝛽( , ) = × 2
5 3
2
= × 2 2
= × 2 2 2 2
2 2 Γ(m+n) 2 2 2 2 Γ( + ) 2 Γ(4) 2 Γ(3+1)
2 2
3 1 1 1
1 2 × Γ (2 + 1) × 2 × Γ (2)
= ×
2 3!
3 1 1 1 1
1 2 × 2 × Γ (2) × 2 × Γ (2)
= ×
2 6
3 1 1
1 2 × 2 × √π × 2 × √π 1 3𝜋 1 3𝜋 𝜋
= × = × = × =
2 6 2 8 × 6 2 48 32
Assignment
Evaluate the following integrals
3 𝑥3
1. ∫0 3−𝑥
𝑑𝑥
𝜋
2. ∫0 𝑠𝑖𝑛5 𝜃𝑐𝑜𝑠 4 𝜃𝑑𝜃
2
𝜋
3. ∫02 √𝑡𝑎𝑛𝜃𝑑𝜃
11