MULTIVARIATE CALCULUS

UNIT 3

M. A. BOATENG, PhD.,MIMA

July 20, 2022

THE GAMMA AND BETA FUNCTIONS

GAMMA FUNCTIONS
The gamma function may be regarded as a generalization of n!
(n-factorial), where n is any positive integer to x !, where x is any real
number. (With limited exceptions, the discussion that follows will be
restricted to positive real numbers.)

The Gamma function is defined by the improper integral

Z ∞
Γ(x ) = t x −1 e −t dt (1)
0

It is convergent for x > 0

M. A. BOATENG, PhD.,MIMA MULTIVARIATE CALCULUS July 20, 2022 2 / 12

From eqn(1), Z ∞
Γ(x + 1) = t x e −t dt
0
.
Applying integration by part,

Γ(x + 1) = x Γ(x ) (2)

Z ∞
Γ(1) = t 0 e −t dt = [−e −t ]∞
0 =1 (3)
0
Combining eqn(1) and eqn(2) yields

Γ(x + 1) = x ! (4)

NB:
Γ(x + 1)
Γ(x ) =
x

M. A. BOATENG, PhD.,MIMA MULTIVARIATE CALCULUS July 20, 2022 3 / 12

Examples

1. Γ(7) = Γ(6 + 1) = 6! = 720

2. Γ(8) = Γ(7 + 1) = 7! = 5040

3. Γ(9) = Γ(8 + 1) = 8! = 40320

NB:
1 √
Γ( ) = π
2

1. Γ( 23 ) = Γ( 21 + 1) since Γ(x + 1) = x Γ(x )

= 21 Γ( 12 )
√
= 21 π

M. A. BOATENG, PhD.,MIMA MULTIVARIATE CALCULUS July 20, 2022 4 / 12

Solve the following gamma functions.
Γ( 72 )

Γ(10)

Γ( 92 )

Γ(6)

Γ( 13
2 )

M. A. BOATENG, PhD.,MIMA MULTIVARIATE CALCULUS July 20, 2022 5 / 12

Evaluating Gamma Integrals

Evaluate Z ∞
x 7 e −x dx
0

Solution
We recognize this as a standard form of the gamma function
Z ∞
Γ(x ) = x t−1 e −x dx
0
Comparing
Z the two equations
Z yields
∞ ∞
Γ(x ) = x t−1 e −x dx = x 7 e −x dx
0 0
=⇒Z ∞t = 8
∴ x 7 e −x dx = Γ(8) = 7! = 5040
0

M. A. BOATENG, PhD.,MIMA MULTIVARIATE CALCULUS July 20, 2022 6 / 12

 Z ∞
NB: It should strictly be in the form x t−1 e −x dx
0
Z ∞
Evaluate x 3 e −4x dx
0

Solution
Z ∞
If we compare the above to x t−1 e −x dx
0
we must reduce the power of e to a single variable. Let y = 4x
Then y = y4
Z ∞
( y4 )e −y dy
4
0 Z ∞
= 1 1
3 (4)3 y 3 e −y dy
0
Now comparing, t = 4,
1 1 3
=⇒ 256 τ (4) = 256 ×6= 128

M. A. BOATENG, PhD.,MIMA MULTIVARIATE CALCULUS July 20, 2022 7 / 12

TRIAL

Evaluate the following gamma functions.

Z ∞
2
x 6 e −4x dx
0
Z ∞
x 5 e −x dx
0
Z ∞
x 8 e −2x dx
0
Z ∞
2
x 2 e −2x dx
0

M. A. BOATENG, PhD.,MIMA MULTIVARIATE CALCULUS July 20, 2022 8 / 12

BETA FUNCTIONS

The beta function β(m, n)is defined by:

Z 1
β(m.n) = x m−1 (1 − x )n−1 dx
0

which converges for m > 0 and n > 0

NOTE
β(m, n) = β(n, m)

M. A. BOATENG, PhD.,MIMA MULTIVARIATE CALCULUS July 20, 2022 9 / 12

Formulae to Note

(m − 1)!(n − 1)!
β(m, n) = (5)
(m + n − 1)!

1
β(k, 1) = β(1, k) = (6)
k
Z π
2
β(m.n) = 2 sin2m−1 θcos 2n−1 θdθ (7)
0

Γ(m)Γ(n)
β(m, n) = (8)
Γ(m + n)

1 1
β( , ) = π (9)
2 2

M. A. BOATENG, PhD.,MIMA MULTIVARIATE CALCULUS July 20, 2022 10 / 12

Example

Solve the following Beta functions

β(4, 3)
Solution
β(m, n) = (m−1)!(n−1)!
(m+n−1)!
(4−1)!(3−1)!
β(4, 3) = (4+3−1)!
β(4, 3) = 3!2!
(6!)
1
β(4, 3) = 60

β( 21 , 12 )
Solution
Z π
2
β(m.n) = 2 sin2m−1 θcos 2n−1 θdθ
0

M. A. BOATENG, PhD.,MIMA MULTIVARIATE CALCULUS July 20, 2022 11 / 12

 Z π
2 1 1
β( 12 , 12 ) = 2 sin2( 2 )−1 θcos 2( 2 )−1 θdθ
Z0 π
2
=2 sin0 θcos 0 θdθ
0 Z π
2
=2 1dθ
0
= 2[ π2 ] =π

TRIAL
Solve the following Beta functions
1. β( 23 , 12 )

2. β(4, 12 )

M. A. BOATENG, PhD.,MIMA MULTIVARIATE CALCULUS July 20, 2022 12 / 12