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The Gamma Function extension of factorial to
y complex numbers
Note: The Gamma function and the Gamma distribution are not the same thing, so
don’t confuse them!

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positive numbers
where n is any

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The properties of the Gamma function:

(a) Γ(#) = (# − 1)Γ(# − 1)

Pf Recall the integration by pants

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(b) Γ(1) = 1

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(c) If # is an integer, Γ(#) = (# − 1)!

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(d) Γ + , = √-
#

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Example: Prove that 0! = 1

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I 0 by lb

Example: Calculate Γ(3.5) 31 6 3.5 14.17

501 113.57 2.5 T 2.5

2.5 1.5 711.5

7.51115 10.517
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2.5 11.5 0.5 A

Finding Expected Values of the Exponential

Recall: If 1 ∼ Exp(mean 3), then fink to e 720

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If we ignore the constant, the moment of the Exponential random variable looks
very much like the Gamma function, except that it has a coefficient in the exponent.
Adding that in is a very simple modification.
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Moments: X exp o mean o
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We can use this equation to find expected values for the exponential distribution
without having to integrate by parts.
Let 1 ∼ Exp(mean 3)
Mean: