Gamma function

and
Beta function

Mrs.Soumendu Golui
Professor of Mathematics
Department of Mathematics
Silliguri Institute of Technology

01
INDEX
S.L. No. Name of the Topic Page No.

1 Introduction 03-04
2 Definition and Properties of 05
Gamma function
3 Example of Gamma function 06-07
4 Definition and Properties of Beta 08
function
5 Relation between Gamma and 08-09
Beta function
6 Example of Gamma function 09-10
7 conclusions 11
7 References 12

02
Introduction

Gamma and Beta function are special Mathematical function in R. It

is important for machine learning practitioners to learn these
functions because of there vast use in machine learning and
statistics .

03
 Gamma function
In the world of Mathematics, the Gamma function is an extension of the factorial function to complex
numbers. The Gamma function is defined for all complex numbers except the non-positive integers. It is
used to define several probability distribution as Gamma distribution, Chi-squared distribution, and Beta
distribution to name a few these distributions are used for Hypothesis testing, building statistical
models, and in stochastic processes.

Beta function
In mathematics, the Beta function is also called the Euler integral of the first kind, is a special function
that was studied by Euler and Legendre and named by Jacques Binet. Beta function is a component of
beta distribution, which is statistical terms, is a dynamic continuously updated probability distribution
with two parameters. Most common use in machine learning is modeling uncertainty about the
probability of success of a experiment. It applications are also in Nuclear physics, many properties of
the strong Nuclear force are describe by the Euler Beta function. This function is also used in modeling
portfolio management through the preferential attachment process.
04
Definition: The gamma function is denoted and defined by the integral
∞ −𝑥 𝑚−1
Γm=‫׬‬0 𝑒 𝑥 dx (m>0)
.

Properties of Gamma function

1) Γ (m+ 1) = mΓm
2) Γ(m+1) = m!
3) Γ (m +a) = (m+a-1) (m+a-2) ……aΓa, when n is a positive i
integer
∞ 2
4) Γm=2‫׬‬0 𝑒 −𝑥 𝑥 2𝑚−1 dx ( m>0)
Γm ∞ 2
5) 𝑡𝑚
=‫׬‬0 𝑒 −𝑥 𝑥 2𝑚−1 dx ( m>0)
.
1
6) Γ = 𝜋
2
∞ 2 𝜋
7) ‫׬‬0 𝑒 −𝑥 𝑑𝑥 =
2
1 −1 𝑚
8)‫׬‬0 𝑥 𝑛 𝑚
(𝑙𝑜𝑔𝑥) dx = 𝑛+1 𝑚+1
Γ(m+1)
.

05
Example based on Gamma function

∞ −(𝟏𝟐)
Example1: Evaluate Γ(-1/2) Example2: Evaluate ‫𝟒∕𝟏𝒙 𝟎׬‬ 𝒆 𝒅𝒙
Solution: We know that Γ(m+1)=m Γm ∞ 1∕4 −(1)
Solution: Let I= ‫׬‬0 𝑥 𝑒 2 𝑑𝑥
=> Γ(-1/2 +1)=-1/2 Γ(-1/2) ∞
=>2 ‫׬‬0 𝑡 3/2
=> Γ(1/2)=-1/2 Γ(-1/2)
∞ 5−1
=> √𝜋=1/2 Γ(-1/2) => 2 ‫׬‬0 𝑡 2
=> Γ(-1/2)=-2 √𝜋 => 2Γ(5/2)
(Ans) =>(2×3/2) Γ(3/2)
=>2 ×(3/2) ×(1/2) Γ1/2
=>3/2√𝜋
(Ans)

06
 𝟏
. Example 4: prove that ‫= 𝒙𝒅 𝟒 𝒙𝒈𝒐𝒍𝒙 𝟎׬‬4!/(5)^5
.
1 −1 𝑚
Solution: We know that ‫׬‬0 𝑥 𝑛 𝑙𝑜𝑔𝑥 𝑚 𝑑𝑥 = 𝑛+1 𝑚+1
Γ(m+1)
.
1 1
Putting 𝑎 𝑥 =𝑒 𝑥 4 4 4
. ‫׬‬0 (𝑥 𝑙𝑜𝑔𝑥) 𝑑𝑥 =‫׬‬0 𝑥 𝑙𝑜𝑔𝑥 𝑑𝑥
. =>xloga=t 1 4
Now, putting n=m=4 in(i), we get‫׬‬0 𝑥𝑙𝑜𝑔𝑥 𝑑𝑥 =
=>x=1/loga .
.

−1 4
=>dx=dt/loga in(i) we have,
4+1 4+1
Γ(4+1)
∞ 𝑡 𝑎 𝑑𝑡 .
=>I= ‫׬‬0 𝑒 −𝑡 𝛤5
𝑙𝑜𝑔𝑎 𝑙𝑜𝑔𝑎
1 ∞ −1 𝑎
= 55
=> 𝑒 𝑡 dt ..
𝑙𝑜𝑔𝑎 𝑎+1 ‫׬‬ 0
.
=4!/ 55
1 ∞
=> 𝑙𝑜𝑔𝑎 𝑎+1 ‫׬‬0 𝑡 ((a+1)−1) 𝑒 −1 dt
.

1
=> 𝑙𝑜𝑔𝑎 𝑎+1 Γ(a+1)
.

=.

07
Definition
The Beta function denoted by β(m,n) or B(m,n) is defined as

1 𝑚+1
B(m,n) = ‫׬‬0 𝑥 (1 − 𝑥)𝑛−1 dx, (m>0,N>0)
.

Properties of Beta function

.
𝑥 𝑚−1
1) Β(m,n)= B(n,m) 3) Β(m,n)= 𝑚+𝑛 dx
1+𝑥
. .
𝜋. .
2) Β(m,n)= 2‫׬‬0 . 𝑠𝑖𝑛2𝑚−1 𝜃 𝑐𝑜𝑠 2𝑛−1 . θ dθ
2
𝑥 𝑚−1 +𝑥
𝑛−1
4) Β(m,n)= 𝑚+𝑛 dx
1+𝑥
. .

Relation between Gamma and Beta

function 𝛤𝑚,𝛤𝑛
Β(m,n) =
𝛤 𝑚+𝑛
08
Using above relation we can derive following results:
𝜋. 1 𝑝+1 𝑞+1 𝑝+1 𝑞+1 𝑝+𝑞+2
=>‫׬‬0 . sin𝑝 𝜃 cos 𝑞 . θ dθ= 2β( 2 , 2 ) =𝜞
2 .( )/2Γ( )
2 2 2

=> Γ(1/2) = 𝜋
𝜋
=>Euler’s formula: Γn. Γ(1-n) =𝑠𝑖𝑛𝑛𝜋
1 Γ(2n) 𝜋
=>Duplication formula: Γn. Γ(n+2)= 22𝑛−1
.
𝟏 𝟓
Example1: Evaluate ‫ 𝟏 𝟒𝒙 𝟎׬‬− 𝒙 dx
Solution: Let 𝑥=t => x= 𝑡 2 so that dx=2tdt
1 1
‫׬‬0 𝑥 4 1 − 𝑥 5 𝑑𝑥 = ‫׬‬0 ( 𝑡 2 )4 1 − 𝑡 5 2𝑡𝑑𝑡
1
=2‫׬‬0 𝑡 9 (1 − 𝑡)5 dt
Γ(10)Γ6 9!5!
=2 =2
𝛤16 15!

=(2×1×2×3×4×5)/(15×14×13×12×11×10)
=1/(11×13×7×15)
=1/15015 (Ans)
09
 𝝅
𝟏 𝟏 𝟑
Example2: Find the value of 𝜞(1/2) Example 3: show that ‫𝟐 𝜞 𝟒 𝜞 𝟐 = 𝜭𝒅 𝜽𝒕𝒐𝒄 𝟎׬‬
𝟐

Solution: We know that, Solution: We know that,

1 1
𝜋/2 𝛤 𝑝+2 ,(𝑞+2) 𝜋 𝟏 𝟏
‫׬‬0 𝑠𝑖𝑛𝑝 𝜃 𝑐𝑜𝑠 𝑞 𝜃 𝑑𝜃 = 𝑝+𝑞+2 => ‫׬‬0 sin𝑝 𝜃 cos𝑞 𝜃 𝑑𝜃 =
2
𝜞 𝒑+ , 𝒒+
𝟐 𝟐
…… (1)
2𝛤 2 2𝜞
𝒑+𝒒+𝟐
𝟐
1 1
𝜋/2 𝛤 𝛤 𝜋 𝜋 1
2 2
Putting p=q=0, We get ‫׬‬0 𝑑𝜃 = => ‫׬‬0 2 𝑐𝑜𝑡𝜃 𝑑𝛳 = ‫׬‬ 2
𝑐𝑜𝑠 2𝜃
2 𝛤1 0 1
𝑠𝑖𝑛2 𝜃
𝜋 1 1
=> 2 – 0 = ½ 𝛤 2 𝛤 2 π
−
1
−
1
=> ‫׬‬0 sin2 2 θ cos 2 θ dθ
1 1
=>𝛤 𝛤 = 𝜋 On applying formula (1), we have
2 2
𝛤1 1 1
1−2 1+2
=> = 𝜋 (Ans) 𝜋 𝛤 ,𝛤
2 => ‫׬‬0
2 𝑐𝑜𝑡𝜃 𝑑𝛳 = 2 2
1 1
+ +2
2𝛤 2 2
2
1 3
𝛤 𝛤
4 4
=
2𝛤 1
1 1 3
= 𝛤 𝛤 (Ans)
2 4 4

10
Conclusion

The Beta and Gamma functions are vital mathematical tools that find extensive applications in various fields , including
physics, statics , and engineering. The Beta function expresses integrals and probabilities , while the gamma function extends
factorial to real and complex numbers. Their properties , relationships , and integral representations make them fundamental
in solving diverse problems, demonstrating their significance in mathematical modeling and computation across multiple
disciplines.

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References
❑ Engineering Mathematics vol-1
by B.K.PAL and K.DAS
❑ www.google.com

Thank You

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