Gamma Function and Beta Function

Gamma Function and Beta Function
Paper: Analysis-III
Lesson: Gamma Function and Beta Function
Course Developer: Dr. Virender
Department/ College/ University:
Assistant Professor
Department of Mathematics
Ramjas College
University of Delhi
Delhi
Institute of Lifelong Learning, University of Delhi

Table of Contents
Contents:
1. Introduction
2. Gamma Function and Beta Function
3. Properties of Gamma Function and Beta Function
4. Relation Between Gamma Function and Beta Function

Introduction
In the present chapter, we shall study two special functions namely the Gamma
function and the Beta function, which are very important in applications. In fact
these functions are defined using the improper integrals and hence there will be
some limitations in the domains of these functions. We have already studied the
concept of improper integral in the previous chapter. These functions together
with their different forms are very useful in applications like in probability and
statistical models, in physics, in differential equations, in electronic and
communication etc. The relation between these functions is also discussed in the
chapter. Also various properties are studied in this chapter to have a look at the
potential of these functions in applications. These functions in some or other
forms are widely used in applications in the field of Physics, Chemistry, Biology,
Economics and Finance, to name a few.
We recall that in Riemann integration, which sometimes referred as proper

Riemann integral, two conditions were already desired for the integration of a
function
(i) The domain is a closed and bounded interval of the form

(ii) The function is bounded on the domain .
So the improper integral is defined as
Definition 1. (Improper Integral) An integral is said to be improper integral

when either of the above two conditions is dropped.
1  
1 1
  x  1 1 x( x  1) dx  ( x  2)e
 x2
Example. 1 (i) 2
dx (ii) (iii) dx
1 
  2
1 1
 xe 0  x 2  1 dx 
x
(iv) dx (v) (vi) dx
0 1 x2
On the basis of the condition dropped, improper integrals are classified in two
types as
Definition 2. (Improper Integral of Type I) Improper integral of type I is

improper integral when the domain of the function is not closed and bounded.
Improper integral of type I is also called horizontal type improper integral.
Example. 1 (ii), (iii), (iv) and (v).

Definition 3. (Improper Integral of Type II) Improper integral of type II is

improper integral when the function is not bounded on the domain. Improper
integral of type II is also called vertical type improper integral. In this case
function will have some kind of discontinuity.
Example. 1 (i), (v) and (vi).
We state a result of the improper integrals which will be used subsequently.

a
1
Theorem 1. ( p  Test at Zero) The improper integral x
0
p
dx ; a  0 is
convergent if and only if p  1 and when p  1 , the value of improper integral is

a1 p
.
1 p
While studying the improper integrals, one comes across the two improper
integrals which are used frequently in applications. One of these improper
integral is the Gamma function and the other is the Beta function.
We define the Gamma function as


t
x 1  t
Definition 4. The improper integral e dt is known as the Gamma function.
0
 
et
 t e dt   t
x 1  t
So the Gamma function x
dt is a function of variable x . We
0 0
t
denote the Gamma function with  . Therefore the function is

( x)   t x 1et dt .
0
Before proceeding further, let us check the convergence of the Gamma function.

t
x 1  t
Considering the integral e dt , we split the integral in two as
0
 1 
t e dt   t e dt   t x 1et dt .
x 1  t x 1  t
0 0 1
We notice that 0  t x1et  t x1 , for all t  (0,1] . Thus

1 1
t e dt  Lim  t x 1et dt
x 1  t
 0
0 
1
 Lim  t x 1dt
 0


1
tx  1 x
 Lim    (  ) .
 0
 x  x x
1
Therefore, for x  0 , the improper integral t
x 1  t
e dt in convergent.
0
We know that
t x 1 t x 1 t x 1 n!
et t x 1  t
  k
 n
 n ( x 1) .
e t t

t
k 0 k ! n!
Thus
 K
t e dt  Lim  t x 1et dt
x 1  t
K 
1 1
K
n!
 Lim  n  ( x 1)
dt
K  t
1
K
 n !t  n  x 
 Lim  
K 
 x  n 1
n! 1
 Lim ( n  x  1) .
K  xn K
The above limit exists as we can choose sufficiently large K and n .

t
x 1  t
Therefore, the improper integral e dt is convergent.
1
t e dt is convergent for x  0 .
x 1  t
Hence the improper integral
0
Thus the Gamma function is written as
 : (0, )  given by

( x)   t x 1et dt .
0
We will study some properties of the Gamma function a little later. Let us define
one more special function called the Beta function.
1
t
x 1
Definition 5. The improper integral (1  t ) y 1 dt is known as the Beta function.
0

t
x 1
So the Beta function (1  t ) y 1 dt is a function of variables x and y .
0
We denote the Beta function with B .
Therefore the function is

1
B( x, y )   t x 1 (1  t ) y 1 dt .
0
Before proceeding further, let us check the convergence of the Beta function.
1
t (1  t ) y 1 dt has discontinuities at t  0 and at t  1 . So

x 1
The improper integral
0
1
we split the integral at t  . We get
2
1
1 2 1
B( x, y )   t x 1 (1  t ) y 1 dt   t x 1 (1  t ) y 1 dt   t x 1 (1  t ) y 1 dt .
0 0 1
2
1
2
t (1  t ) y 1 dt has discontinuity at t  0 due to term t x 1 . We re-

x 1
The first integral
0
write it as
1 1
2 2
(1  t ) y 1
 t (1  t ) dt  
x 1 y 1
dt.
0 0
t1 x
1
2
(1  t ) y 1
Now using the Theorem 1, we get that the improper integral 0 t1 x dt is
convergent if 1  x  1 i.e. x  0 .
1
t (1  t ) y 1 dt has discontinuity at t  1 due to term (1  t ) y 1 .

x 1
The second integral
1
2
We re-write it as
t x 1
1 1
t dt  
x 1 y 1
(1  t ) 1 y
dt .
1 1 (1  t )
2 2

On substituting 1  t  z , it will reduce to the form of first integral. Again using

t x 1
1
the Theorem 1, we get that the improper integral  1 y
dt is convergent if
1 (1  t )
2
1  y  1 i.e. y  0 .
1
t
x 1
Hence the improper integral (1  t ) y 1 dt is convergent for x  0, y  0 .
0
Thus the Beta function is written as
B : (0, )  (0, )  given by

1
B( x, y )   t x 1 (1  t ) y 1 dt .
0
The Beta function is also known as the Euler Beta function.
Exercise 1. Evaluate the following integrals without using properties of the

Gamma and the Beta function
 
x e x e
2 x 2 2 x
Q1. dx Q2. dx
0 0
 
 (3x) e dx  (3x) e
3 x 3 3 x
Q3. Q4. dx
0 0
 1
 (2 x) e dx  x (1  x) dx
2 5 x
Q5. Q6. 2 3
0 0
1 1
Q7.  x (1  3x) dx Q8.  (2 x) (1  x) dx
2 2 3 3
0 0
1 1
Q9.  (2 x) (1  2 x) dx Q10.  (4 x) (1  5 x)
2 3 3 2
dx
0 0
Properties of Gamma Function and Beta Function
Now we state and prove some properties of the Gamma function.
Theorem 2. The Gamma function  : (0, )  given by


( x)   t x 1et dt
0
has following properties
(i) ( x) is positive
(ii) (1)  1
(iii) ( x  1)  x( x)
Proof. (i) It is obvious as f ( x)  t x 1et  0 and it is to be integrated on [0, ) .
(ii) We have

(1)   t11et dt
0

  e  t dt
0

  et 
0
 1.
(iii) We have

( x  1)   t ( x 1)1et dt
0

  t x e t dt
0


  t x et   x  t x 1 (et )dt (integrating by parts)
0
0

 0  x  t x 1et dt
0
 x( x) .
Remark 1. In particular, on taking x  n, n  , we get
(n  1)  n(n)
 n(n  1)(n  1)
 n(n  1)(n  2)...1(1)

 n !.
So, in some books/texts, the Gamma function is defined as the factorial function
or as an extension of the factorial function.
Result 2. The Gamma function can be written as

 1 
1
( x)  2 t 2 x 1et dt   ( Log ( )) x 1 dt  p x  e pt t x 1dt ; p  0
2
0 0
t 0
  1   t
and ( )   e dt (   0 ).
 0
We know

( x)   t x 1et dt .
0
Let t  z 2 . Then dt  2 zdz; t  0  z  0, t    z   . Thus


( x)   z 2( x 1) e z 2 zdz
2
 
 2 z 2 x 1et dz  2 t 2 x 1et dt . (replacing z with t )
2 2
0 0
Let et  z . Then et dt  dz; t  0  z  1, t    z  0 . Thus

0
1
( x)   ( Log ( )) x 1 (dz )
1
z
1
1
  ( Log ( )) x 1 dt .
0
t
Let t  pz . Then dt  pdz; t  0  z  0, t    z   . Thus

 
e t dt   e pz ( pz ) x 1 pdz
 t x 1
0 0
 
 p x  e pz z x 1dz  p x  e pt t x 1dt . (replacing z with t )
0 0
Let t   z . Then  t ( 1) dt  dz; t  0  z  0, t    z   . Thus

 
 dz
 e dt   e
t z
 1
0 0
z 

 1
1 1

 z
0

e z dz
1 1
 ( )
 
 1
 ( ).


3 1 1
Remark 2. In particular, on taking   2 , we get e
t 2
dt  ( )  ( ) .
0
2 2 2

 e dt which is
t
2
Thus the Gamma function is applied to evaluate the integral
0
often used in probability.
In the next result, we talk about the differentiation of the Gamma function.
Theorem 3. The Gamma function ( x) is differentiable and


 '( x)   t x 1Log (t )e t dt .
0
d x
Proof. We know that (t )  t x Log (t ) , thus
dx

d d et t x
 '( x)  (( x))  (  dt )
dx dx 0 t

et d x
 (t )dt
0
t dx

  t x 1 Log (t )et dt .
0
Remark 3. For existence of derivative, we can proceed as
For x  h  0 , we can write t y  e yLog (t ) , y  0, t  0 . Now
 
( x  h)  ( x)   t x  h 1et dt   t x 1e t dt
0 0
 
 e e dt   e( x 1) Log (t ) et dt
( x  h 1) Log ( t )  t
0 0
 
  e( x  h 1) Log (t ) t dt   e( x 1) Log ( t ) t dt
0 0


  et e Log (t ) (e( x  h ) Log (t )  e xLog (t ) )dt .
0
On using the Taylor’s formula, we get 0  v  1 such that

 
1
( x  h)  ( x)  h  t x 1Log (t )e t dt  h 2  t x vh 1 ( Log (t )) 2 e t dt .
0
2 0
As we can show that second integral on the right hand side is finite, the
existence is established.
Remark 4. On similar lines, we have


( n ) ( x)   t x 1 ( Log (t )) n et dt; n  .
0
Next, we state and prove some properties of the Beta function.
Result 3. The Beta function can be written as



2
t x 1
B( x, y )  2  Sin 2 x 1  Cos 2 y 1  d   dt .
0 0
(1  t ) x  y
1

We know B( x, y )  t x 1 (1  t ) y 1 dt .
0

Let t  Sin 2  . Then dt  2Sin  Cos  d ; t  0    0, t  1    (neglecting other
2
values for simplicity). Thus

2
B( x, y )   Sin 2( x 1)  (1  Sin 2  ) y 1 2Sin  Cos  d
0

2
 2  Sin 2 x 1  Cos 2 y 1  d .
0
u 1
Let t  . Then dt  du; t  0  u  0, t  1  u   . Thus
1 u (1  u )2

u x 1 u y 1 1
B( x, y)   ( ) (1  ) du
0
1 u 1 u (1  u )2
 
u x 1 t x 1
 du   dt . (replacing u with t )
0
(1  u ) x  y 0
(1  t ) x  y
Result 4. The Beta function is symmetric i.e. B( x, y)  B( y, x) .

1
As we know B( x, y )   t x 1 (1  t ) y 1 dt , substituting 1 t  z , we have
0
dt  dz; t  0  z  1, t  1  z  0 . Thus
1 0
B( x, y)   t x 1 (1  t ) y 1 dt   (1  z ) x 1 z y 1 (dz )
0 1
1
  (1  z ) x 1 z y 1dz  B( y, x) .
0
1 1
Result 5. B( , )   .
2 2
1 11
1 1 1 1
B( , )   t 2 (1  t ) 2 dt
2 2 0
1 1 1
 
  t (1  t ) dt .
2 2

Let t  Sin 2 ( z ) . Then dt  2Sin( z ) Cos( z )dz; t  0  z  0, t  1  z  (neglecting
2
other values for simplicity). Thus

2
1 1 2Sin( z ) Cos( z )
B( , )   dz   .
2 2 0
Sin( z ) Cos( z )
Exercise 2. For the Gamma and the Beta function show that

1
x e
n  ax
Q1. dx  ( n 1)
(n  1); n  1, a  0
0
a


e
(2 ax  x 2 )
dx 
2
Q2. ea
a
2
  n 1
2 2 )  (
Q3. 0  0  2
n n
Cos ( x ) dx Sin ( x ) dx
n2
2( )
2

1 m 1
x e
n  ax m
Q4. dx  m 1
( ); m, n  0
0 n
n
na
Relation Between Gamma Function and Beta Function

The two improper integrals (the Gamma function and the Beta function) have an
important relationship between these which is used widely in applications. We
study the relationship between these before discussing some applications.
Theorem 4. For the Gamma and Beta function, we have
 ( x )( y )
B( x, y)  .
( x  y )
Proof. We have
 
( x)( y )   t x 1et dt  s y 1e s ds
0 0

   t x 1s y 1et  s dtds . (since limits are independent)
0 0
Let us introduce two new variables u and v replacing t and s by
t  uv; s  u(1  v) .
Then t  s  u and when 0  t , s   , it gives 0  x  ,0  y  1.
To change the integral, we find the Jacobian
t t
 (t , s) u v

 (u, v) s s
u v
v u

1  v u
 u .
Now putting the values, we get
 1
 ( x ) ( y )    t x 1 y 1  t  s
s e dtds    eu u x 1v x 1u y 1 (1  v) y 1 ududv
0 0 0 0
 1
  eu u ( x  y ) 1du  v x 1 (1  v) y 1 dv
0 0
 ( x  y) B( x, y) .
Hence
 ( x )( y )
B( x, y)  .
( x  y )

1
Remark 5. If we choose x  y  , then
2
1 1
 ( ) ( )
1 1
B( , )  2 2
2 2 1 1
(  )
2 2
1
(( )) 2
 2 .
(1)
This gives
1 1
(( )) 2    ( )   .
2 2
Thus

1 1 
0 dt  2 ( 2 )  2 ,
t 2
e
which is the value we calculate using double integral.
Using the relationship between the Gamma function and the Beta function, we
prove another important theorem which is known as the Duplication formula.
Theorem 5. (Legendre’s Duplication Formula) For the Gamma function, we

have
1
( x)( x  )  212 x  (2 x) .
2
Proof. We know

2
B( x, y )  2  Sin 2 x 1  Cos 2 y 1  d .
0
Let x  y . Then

2
B( x, x)  2  Sin 2 x 1  Cos 2 x 1  d
0

2
22 x 1
 2 Sin 2 x 1  Cos 2 x 1  d
0
22 x 1


2
 22 2 x  Sin 2 x 1 2 d
0

 212 x  Sin 2 x 1  d
0

2
 21 2 x 2  Sin 2 x 1  d
0
1
 212 x B( x, ) .
2
Also
( x )( x )
B( x, x)  .
(2 x)
This gives
 ( x )( x ) 1
 212 x B( x, )
(2 x) 2
1
 ( x ) ( )
2 1 2 x 2 .
1
( x  )
2
Hence
1
( x)( x  )  212 x  (2 x) .
2
Remark 6. The Legendre’s Duplication Formula can be further generalized in the
following form
n 1 1 n 1
k  nx
( x) ( x  )  n 2 (2 ) 2 (nx); n  .
k 1 n
Exercise 2. Prove the following statement for the Gamma
1 1 
Q1.  (  x ) (  x ) 
2 2 Cos( x)

Q2. ( x)(1  x)  ; x
Sin( x)
 1
 ( n  )
2  (2n)! 
2
Q3.  Sin ( x)dx 
2n
0
2(n !) 22 n (n !) 2 2


2
 (n !) 22 n (n !) 2 1
 Sin ( x)dx 
2 n 1
Q4. 
0
3
2(n  ) (2n)! 2n  1
2
Applications
Let us consider some applications of the Gamma function and the Beta function
through some examples.
We use these functions in evaluating the integral of the following forms

1
Example 1. Evaluate  x (1  x) dx .
5 4
We can write it as
1
 x (1  x) dx  B(6,5)
5 4
(6)(5)

(11)
(6  1)!(5  1)!

(11  1)!
1
 .
1260
We can evaluate the integrals of trigonometric functions.

2
Example 2. Evaluate  Sin ( x) Cos3 ( x)dx .
7
We can write it as

2
1
 Sin ( x) Cos3 ( x)dx 
7
B(4, 2)
0
2
1 (4)(2)

2 (6)
1 (4  1)!(2  1)!

2 (6  1)!
1
 .
240

x e
8 2 x
Example 3. Evaluate dx .
0
dt
Let 2x  t . Then dx  ; x  0  t  0, x    t   . Thus
2
 
t 8 t dt
0 x e dx  0 ( 2 ) e 2
8 2 x

1
 9  t 8e t dt
2 0
1
 (9)
29
8!

29
315
 .
4
Exercise 3. Evaluate the following integrals
1 
 x (2  x) dx  x e dx
4 5 x 2
Q1. 4 5
Q2.
0 0
 
 x xe dx x
2 x
xe x dx
2
Q3. Q4.
0 0
 
2 2
Q5.  Sin Q6.  Sin(2 x) Cos (2 x)dx
6 5 2
( x) Cos ( x)dx
0 0
 
2 2
Q7.  Sin (2 x) Cos ( x)dx Q8.  Sin
2 4 4
(2 x) Cos 4 ( x)dx
0 0
1 
2 2
Q9. 
0
x 2 1  2 x 2 dx Q10.  Sin(2 x)
0
Cos5 ( x)dx
Summary. In the present chapter, we studied two important improper integrals

namely the Gamma function and the Beta function. We also stated and proved
some results concerning these functions. The relation between the Gamma
function and the Beta function is also studied. Some applications of the Gamma
and the Beta function are given.

References.
1. Charles G. Denlinger, Elements of Real Analysis, Jones and Bartlett

(Student Edition), 2011.
2. Sudhir R. Ghorpade and Balmohan V. Limaye, A Course in Calculus and
Real Analysis, Undergraduate Texts in Mathematics, Springer (SIE),
Indian reprint, 2006.

Gamma Function and Beta Function

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Gamma Function and Beta Function

Institute of Lifelong Learning, University of Delhi

2. Gamma Function and Beta Function

3. Properties of Gamma Function and Beta Function

4. Relation Between Gamma Function and Beta Function

Institute of Lifelong Learning, University of Delhi