Beta Function & Related Topics BSc Mathematics  Complete Syllabus

The Beta Function & Related Topics

Comprehensive BSc Mathematics Study Guide  All Years / Semesters
Exam-Ready · Full Syllabus · Step-by-Step Worked Examples
1. THEORETICAL FOUNDATIONS
1.1. Denition & Domain 1.3. Alternative Integral Forms
The Beta Function (Euler's Integral of the First (a) Substitution x = t/(1 + t):
Kind) is dened as: Z ∞
t p−1
B(p, q) = dt
(1 + t)p+q
(b) Scaled interval [0, a]:
0
Z 1
p−1 q−1
B(p, q) = x (1 − x) dx
0 a

Domain: p > 0, q > 0 (both strictly positive reals).

Z
p−1 q−1 p+q−1
x (a − x) dx = a B(p, q)
Range: B(p, q) > 0 for all valid p, q. Derivation: Substitute x = at.
0

1.2. Core Properties (c)Z General power form:

1. Symmetry x (1 − x) dx =
1
m! n!
m
(m + n + 1)!
n
(m, n ∈ N0 )

(d) Innite upper limit:

0

B(p, q) = B(q, p)
∞
t a−1
Z
π
Proof: Substitute x = 1 − t in the integral denition. 0 1+t
dt =
sin(πa)
, 0<a<1
✓
1.4. Gamma Function  Key Facts
2. Trigonometric (Wallis) Form
Z ∞
π/2 Γ(n) = e−x xn−1 dx, n>0
Z
B(p, q) = 2 sin2p−1 θ cos2q−1 θ dθ 0
0 ˆ Γ(n + 1) = n Γ(n) (functional equation)
Derivation: Let x = sin θ, so dx = 2 sin θ cos θ dθ.
2 ˆ Γ(n) = (n − 1)! n ∈ N+ for
ˆ
(memorise this!)
Γ(1)
= 1, Γ(2) = 1, Γ(3) = 2, Γ(4) = 6
3. Relation to Gamma Function ˆ
ˆ
√
Γ 12
= π
√ √
Γ 32 = 12 π, Γ 52 = 34 π

B(p, q) =
Γ(p) Γ(q) Stirling's Approximation (large n):
Γ(p + q) r
2π  n n
Γ(n) ≈
This is the most important identity. It connects Beta n e
to Gamma and enables evaluation of nearly all Beta 1.5. Related Topics
integrals.
4. Recurrence Relations Dirichlet Integral:
Z ∞
sin x π
dx =
x 2
Gaussian /ZError Function:
p 0
B(p + 1, q) = B(p, q)
p+q
∞ √
q −x2 1 1

π
B(p, q + 1) = B(p, q) dx =e 2Γ 2 =
p+q 0 2
Z x
2 2

5. Euler Reection Formula erf(x) = √

π 0
e−t dt, erf(∞) = 1

Incomplete BetaZ Function:

π x
Γ(p) Γ(1 − p) = , 0<p<1 B(x; p, q) = tp−1 (1 − t)q−1 dt, 0≤x≤1
sin(πp)
Used in the Beta distribution, Student's t-test, and F-
0

Therefore: B(p, 1 − p) = sin(πp)

π
distribution.
6. Legendre Duplication Formula Wallis Product: ∞
π Y 4n2
=
√ 2 4n2 − 1
π Γ(2p) n=1

Derived from .
1


Γ(p) Γ p + =
B 12 , 12 = π
2


22p−1

1
Beta Function & Related Topics BSc Mathematics  Complete Syllabus
2. ASYMPTOTIC & VISUAL BEHAVIOUR
2.1. Key Behavioural Rules 2.3. Special Values Table
ˆ B(p, q) → ∞ as p → 0 or q → 0 (poles at non-
+ +
Decimal
positive integers) p q B(p, q)

ˆ B(1, 1) = 1 (area of unit interval under constant 1)

1 1
2 2 π 3.1416
ˆ B(1, q) = and B(p, 1) =  hyperbolic decay
1
1 1 2 1 2 2.0000
3 1

ˆ B(p, q)
→ 0 as p → ∞ or q → ∞ (Stirling)

q p 2 2 π/4 0.7854

= π  maximum on the diagonal

1 1 1 1.0000
ˆ B ,1 1
2 2 2 1 1/2 0.5000
ˆ For integers: B(m + 1, n + 1) =
m! n! 1 2 1/2 0.5000
(m + n + 1)! 2 2 1/6 0.1667
2.2. Asymptotic for Large Arguments 3
3
2
3
1/12
1/30
0.0833
0.0333
Using Stirling's approximation: 4
n
4
1
1/140
1/n
0.0071

2.4. Cross-Section: B(p, 1) = 1/p
B(p, q) ∼ Γ(p) · q −p as q → ∞, p xed B
3
|
|*
2 | *
1 | *
.5 | *
.3 | *
+--+--+--+--+--+---> p
.5 1 2 3 4 5
as n → ∞ Along the diagonal :
p = q B(p, p) decreases rapidly 
for .
r
π 1−2n
B(n, n) ∼ ·2 1 1 1
π, 1, 6 , 30 , 140 , . . . p = 21 , 1, 2, 3, 4
n

3. WORKED EXAMPLES  STEP BY STEP

Medium 1 Evaluate I = 1
Z
x3 (1 − x)4 dx
0

Step 1: Identify the Beta form. Compare with B(p, q) = R 1 p−1

0 x (1 − x)q−1 dx . We have x 3 = x4−1 and
(1 − x) = (1 − x) , so p = 4, q = 5.
4 5−1

Step 2: Apply the Gamma formula.

Γ(4) Γ(5) 3! · 4! 6 · 24 144
I = B(4, 5) = = = =
Γ(9) 8! 40320 40320

Step 3: Simplify.
1
I=
280

Medium 2 Evaluate I = π/2

Z
sin5 θ cos3 θ dθ
0

Step 1: Match the trigonometric Beta form.

Z π/2
B(p, q)
sin2p−1 θ cos2q−1 θ dθ =
0 2
Set 2p − 1 = 5 ⇒ p = 3 and 2q − 1 = 3 ⇒ q = 2.
Step 2: Compute.
1 1 Γ(3) Γ(2) 1 2! · 1! 1 2 1
I = B(3, 2) = · = · = · =
2 2 Γ(5) 2 4! 2 24 24

Verication: Let u = cos θ. Then I = R 1

0 (1 − u2 )2 u3 du =
R1
0 (u3 − 2u5 + u7 ) du = 1
4 − 1
3 + 1
8 = 1
24 .✓
2
Beta Function & Related Topics BSc Mathematics  Complete Syllabus

Hard 1 Prove: B(p, q) · B(p + q, r) = Γ(p) Γ(q) Γ(r)

Γ(p + q + r)
, then extend to four variables
Step 1: Expand LHS using the Gamma formula.
Γ(p) Γ(q) Γ(p + q) Γ(r) Γ(p) Γ(q) Γ(r)
B(p, q) · B(p + q, r) = · =
Γ(p + q) Γ(p + q + r) Γ(p + q + r)

The Γ(p + q) terms cancel. ✓

Step 2: Symmetry check. B(q, r) · B(p, q + r) expands identically to Γ(p)Γ(q)Γ(r)
Γ(p + q + r)
, conrming
B(p, q) · B(p + q, r) = B(q, r) · B(p, q + r)

Step 3: Four-variable extension. Apply the chain with a fourth argument s:

Γ(p)Γ(q)Γ(r) Γ(p + q + r) Γ(s)
B(p, q) · B(p + q, r) · B(p + q + r, s) = ·
Γ(p + q + r) Γ(p + q + r + s)

Γ(p) Γ(q) Γ(r) Γ(s)

B(p, q) · B(p + q, r) · B(p + q + r, s) =
Γ(p + q + r + s)

Note: This generalises directly to the Dirichlet Integral in n variables, which is the foundation for the
Dirichlet distribution in statistics.
Hard 2 Show ∞
xa−1
for 0 < a < 1
Z
π
dx =
0 1+x sin(πa)

Step 1: Express as a Beta integral. Using the substitution-form of the Beta function B(p, q) = R ∞ tp−1
dt ,
set p = a and p + q = 1, giving q = 1 − a:
0 (1 + t)p+q

∞
xa−1
Z
dx = B(a, 1 − a)
0 1+x

Step 2: Apply the Gamma formula.

Γ(a) Γ(1 − a)
B(a, 1 − a) = = Γ(a) Γ(1 − a)
Γ(1)

since Γ(1) = 1.
Step 3: Apply Euler's Reection Formula.
π
Γ(a) Γ(1 − a) =
sin(πa)

Step 4: Conclusion. ∞
xa−1
Z
π
dx = , 0<a<1
0 1+x sin(πa)

gives .
Z ∞
1
Special case: a = 1
2
√ dx = π ✓
x(1 + x)
4. QUICK-REFERENCE FORMULA SHEET
0

3
Beta Function & Related Topics BSc Mathematics  Complete Syllabus

Name Formula Conditions Notes

Denition B(p, q) =
R1
xp−1 (1 − x)q−1 dx
0 p, q > 0 Euler 1st kind
Gamma Link ⋆ B(p, q) =
Γ(p) Γ(q)
Γ(p + q)
p, q > 0 Key exam identity
Symmetry B(p, q) = B(q, p) p, q > 0 Sub x = 1 − t
Trig Form R π/2
B(p, q) = 2 0 sin2p−1 θ cos2q−1 θ dθ p, q > 0 Sub x = sin θ 2

Innite Form B(p, q) = 0

R ∞ tp−1
(1 + t)p+q
dt p, q > 0 Sub x = t/(1 + t)
Scaled Interval R a p−1
0x (a − x)q−1 dx = ap+q−1 B(p, q) a, p, q > 0 Sub x = at
Recurrence B(p + 1, q) =
p
p+q
B(p, q) p, q > 0 Integration by parts
Integer Case B(m + 1, n + 1) =
m! n!
(m + n + 1)!
m, n ∈ N0 Combinatorial form
Reection ⋆ Γ(p) Γ(1 − p) =
π
sin(πp)
0<p<1 Euler reection
√
Duplication Γ(p) Γ p + 2 = 1

π Γ(2p)
22p−1
p>0 Legendre
Chain Rule B(p, q) · B(p + q, r) =
Γ(p)Γ(q)Γ(r)
Γ(p + q + r)
p, q, r > 0 Telescoping
Reection Integral R ∞ xa−1
0 1 + x dx = sin(πa)
π
0<a<1 Via B(a, 1 − a)
Special B( , )
1 1
2 2 B 12 , 21 = π


 Γ( 21 ) =
√
π
Special B(1, q) B(1, q) =
1
q
q>0 Hyperbolic decay
Wallis (even) R π/2 2n
0 sin θ dθ = ·
π (2n − 1)!!
2 (2n)!!
n∈N q = in trig form
1
2

Wallis (odd) R π/2 2n+1

0 sin θ dθ =
(2n)!!
n ∈ N0 Standard Wallis
√ (2n + 1)!!
Gaussian R ∞ −x2
0 e dx =
2
π
 Sub x = t, use Γ( )
2 1
2

Gamma Recurrence Γ(n + 1) = n Γ(n) n>0 Fundamental property

Stirling p
Γ(n) ≈ 2π/n · (n/e)n n→∞ Asymptotic estimate
Digamma ∂
∂p
B(p, q) = B(p, q) [ψ(p) − ψ(p + q)] p, q > 0 ψ = Γ′ /Γ

Common Exam Mistakes to Avoid Rapid Computation Guide

1. Missing the factor of in the trig form:
1
2 Integral Result
Rπ/2 2p−1
sin 2q−1
cos dθ =
B(p, q)
, not B(p, q).
2. Wrong Gamma shift: Γ(n) = (n − 1)!, not n!.
0 R 1 mm! n! n
2 x (1 − x) dx
3. Forgetting the scale factor a when the in- R sin θ cos θ dθ Γ Γ

0 (m + n
+ 1)!

p+q−1 m+1 n+1

terval is [0, a].

π/2 m n 2 2

4. Applying reection outside the domain 0 < p < R e x dx

0 m+n+2
2Γ 2
Γ(n + 1) n!
.
∞ −ax n
0 =
1 an+1 an+1
R ∞ xa−1 π
0 1 + x dx sin(πa)