Improper Integral

If in the denite integral

a

f (x)dx,

(i) a or b or both a and b are innite, OR (ii) a, b are nite but f (x) becomes innite at x = a or x = b or at one or more points within the interval (a, b), then the denite integral is respectively called (i) Improper integral of the rst kind. (ii) Improper integral of the second kind.

Gamma Function
Consider the improper integral
0

x1 ex dx, > 0

This improper integral is called the Gamma Function and is denoted by () Some Identities of Gamma Functions (1) = 1 ( + 1) = () (m + 1) = m! for any positive integer m. (1/2) = (1/2) = 2

lH opitals rule for nding limits of functions

In its simplest form lH opitals rule states that for functions f and g which are dierentiable on I \ {c} where I is an open interval containing c : If
xc

lim f (x) = lim g (x) = 0 or

x c

and
x c

lim

f (x) exists, and g (x) = 0 for all x in I with x = c, g (x) f (x) f (x) = lim xc g (x) xc g (x) lim

then