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Gamma Function Overview and Applications

The gamma function extends the factorial function to non-integer and real values. It is defined as the integral of t^x-1e^-t from 0 to infinity. For natural numbers n, gamma(n) = (n-1)!. Some important properties proven include gamma(1/2) = sqrt(pi) and gamma(x+1) = x*gamma(x). The gamma function is useful in calculus, differential equations, complex analysis, and statistics for modeling continuous change.

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Hamza Hussine
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123 views9 pages

Gamma Function Overview and Applications

The gamma function extends the factorial function to non-integer and real values. It is defined as the integral of t^x-1e^-t from 0 to infinity. For natural numbers n, gamma(n) = (n-1)!. Some important properties proven include gamma(1/2) = sqrt(pi) and gamma(x+1) = x*gamma(x). The gamma function is useful in calculus, differential equations, complex analysis, and statistics for modeling continuous change.

Uploaded by

Hamza Hussine
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Arab Academy for Science, Technology & Maritime

Transport

Math 5 (BA323)
(Gamma Function)

Fall 2020-2021
Chapter 2 Gamma Function

Chapter 2

Gamma Function

Introduction

Gamma function is used to generalize the factorial function to nonintegral values, introduced by the
Swiss mathematician Leonhard Euler in the 18th century. The gamma function belongs to the category of
the special functions. It also appears in various area as asymptotic series, definite integration and
hypergeometric series.

Definitions of the gamma function


To extend the factorial to any real number 𝑥 > 0 (whether or not 𝑥 is a whole number), the gamma
function is defined as

∞
Γ(𝑥) = ∫ 𝑡 𝑥−1 𝑒 −𝑡 𝑑𝑡.
0

By using techniques of integration, it can be shown that


∞
∞
Γ(1) = ∫ 𝑒 −𝑡 𝑑𝑡 = −𝑒 −𝑡 | 0 = 0 + 1 = 1 = 0!
0

Similarly, using a technique from calculus known as integration by parts, it can be proved that the gamma
function has the following recursive property: if 𝑥 > 0, then

∞
∞
Γ(2) = ∫ 𝑡 𝑒 −𝑡 𝑑𝑡 = (−𝑡𝑒 −𝑡 − 𝑒 −𝑡 ) | 0 = 0 + 1 = 1 = 1!,
0

∞
∞
Γ(3) = ∫ 𝑡 2 𝑒 −𝑡 𝑑𝑡 = (−𝑡 2 𝑒 −𝑡 − 2𝑡𝑒 −𝑡 − 2𝑒 −𝑡 ) | 0 = 0 + 2 = 2 = 2!,
0

-1-
Chapter 2 Gamma Function

and
∞
∞
Γ(4) = ∫ 𝑡 3 𝑒 −𝑡 𝑑𝑡 = (−𝑡 3 𝑒 −𝑡 − 3𝑡 2 𝑒 −𝑡 − 6𝑡𝑒 −𝑡 − 6𝑒 −𝑡 ) | 0 = 0 + 6 = 6 = 3!,
0

and so on. Generally, if 𝑥 is a natural number (1, 2, 3, … ), then

Γ(𝑥) = (𝑥 − 1)!

While the gamma function behaves like a factorial for natural numbers (a discrete set), its extension to the
positive real numbers (a continuous set) makes it useful for modeling situations involving continuous change,
with important applications to calculus, differential equations, complex analysis, and statistics.

Now, we want to prove that


Γ(1/2) = √𝜋.

To prove that, we remember the Gamma function


∞
Γ(𝑥) = ∫ 𝑡 𝑥−1 𝑒 −𝑡 𝑑𝑡.
0
2
Making the substitution 𝑡 = 𝑢 gives the equivalent expression
∞
2
Γ(𝑥) = 2 ∫ 𝑢2𝑥−1 𝑒 −𝑢 𝑑𝑢.
0
1 1
A special value of the gamma function can be derived when 2𝑥 − 1 = 0 (𝑥 = 2). When (𝑥 = 2) 2 , Γ(1/2)
simplifies as
∞
2
Γ(1/2) = 2 ∫ 𝑒 −𝑢 𝑑𝑢.
0
To derive the value for Γ(1/2), the following steps are used. First, the value of Γ(1/2) is squared. Second,
the squared value is rewritten as a double integral. Third, the double integral is evaluated by transforming to
polar coordinates. Fourth, the Γ(1/2) is explicitly solved for. First, square the value for Γ(1/2) and rewrite
as a double integral.
1 2 ∞
2
∞
2
∞ ∞
2 2
[Γ ( )] = Γ(1/2)Γ(1/2) = [2 ∫ 𝑒 −𝑢 𝑑𝑢 ] [2 ∫ 𝑒 −𝑣 𝑑𝑣] = 4 ∫ ∫ 𝑒 −𝑢 −𝑣 𝑑𝑣 𝑑𝑢.
2 0 0 0 0

The region 𝑅 which defines the first quadrant, is the region of integration. The polar transformation 𝑢 𝑟 cos 𝜃,
𝑣 = 𝑟 sin 𝜃 will transform the integral problem from cartesian coordinates to polar coordinates, (𝑟, 𝜃). These
𝜋
new variables will range from 0 ≤ 𝑟 ≤ ∞ and 0 ≤ 𝜃 ≤ 2 for the first quadrant.

Hence,
𝜋 𝜋
1 2 ∞ ∞
2 2 2
∞
2 2 1 ∞
[Γ ( )] = 4 ∫ ∫ 𝑒 −𝑢 −𝑣 𝑑𝑣 𝑑𝑢 = 4 ∫ ∫ 𝑒 −𝑟 𝑟 𝑑𝑟 𝑑𝜃 = 4 ∫ (− 𝑒 −𝑡 ) | 0 𝑑𝜃
2 0 0 0 0 0 2
𝜋 𝜋
2
= 2 ∫ 𝑑𝜃 = 2𝜃 | 2 = 𝜋.
0 0
Hence,

1 2 1
[Γ ( )] = 𝜋 ⇒ Γ ( ) = √𝜋
2 2
-2-
Chapter 2 Gamma Function

Also, we can prove that


Γ(𝑥 + 1) = 𝑥 Γ(𝑥).
The Gamma function is
∞
Γ(𝑥) = ∫ 𝑡 𝑥−1 𝑒 −𝑡 𝑑𝑡,
0
then,
∞
Γ(𝑥 + 1) = ∫ 𝑡 𝑥 𝑒 −𝑡 𝑑𝑡.
0
by applying the integration by parts yields,
∞ ∞ ∞
∞
Γ(𝑥 + 1) = ∫ 𝑡 𝑥 𝑒 −𝑡 𝑑𝑡 = (−𝑡 𝑥 𝑒 −𝑡 ) | 0 + 𝑥 ∫ 𝑡 𝑥−1 𝑒 −𝑡 𝑑𝑡 = 𝑥 ∫ 𝑡 𝑥−1 𝑒 −𝑡 𝑑𝑡 = 𝑥 Γ(𝑥)
0 0 0

Graph and Table of the Gamma function 𝚪(𝒙) in a real domain.


The following graph represents the Gamma function in real value of 𝑥. Remain that the value of Gamma
function at zero an negative integer equal ±∞, or

Γ(0) = Γ(−1) = Γ(−2) = ⋯ = ±∞

Because Γ(𝑥 + 1) = 𝑥 Γ(𝑥), we can write


Γ(𝑥 + 1)
Γ(𝑥) =
𝑥

So,
Γ(1) Γ(0) Γ(−1)
Γ(0) = = ±∞, Γ(−1) = = ±∞, Γ(−2) = = ±∞, ⋯
0 −1 −2

-3-
Chapter 2 Gamma Function

The following table shows Gamma function on the interval [1, 2].

Gamma Table 𝚪(𝒙), 𝟏 ≤ 𝒙 ≤ 𝟐

𝚪(𝒙) 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
1.0 1.00000 0.99432 0.98884 0.9835 0.97843 0.9735 0.96874 0.96415 0.95972 0.95545
1.1 0.95135 0.94739 0.9435 0.93993 0.93641 0.93304 0.9298 0.92669 0.92372 0.92088
1.2 0.91816 0.91557 0.91310 0.91075 0.90852 0.90640 0.90439 0.90250 0.90071 0.89904
1.3 0.89747 0.89600 0.89464 0.89337 0.89221 0.89115 0.89018 0.88931 0.88853 0.88785
1.4 0.88726 0.88676 0.88635 0.88603 0.8858 0.88566 0.88560 0.88563 0.88574 0.88594
1.5 0.88622 0.88659 0.88703 0.88756 0.88817 0.88886 0.88963 0.89049 0.89142 0.89242
1.6 0.89351 0.89468 0.89592 0.89724 0.89864 0.90011 0.90166 0.90329 0.90500 0.90678
1.7 0.90863 0.91057 0.91258 0.91466 0.91682 0.91906 0.92137 0.92376 0.92622 0.92876
1.8 0.93138 0.93407 0.93684 0.93969 0.94261 0.94561 0.94868 0.95184 0.95507 0.95837
1.9 0.96176 0.96523 0.96877 0.97239 0.97609 0.97988 0.98374 0.98768 0.99170 0.99581

Example 1 Find the values of the following Gamma functions


𝟑 𝟑 𝟓 𝟓
𝚪 (𝟐) , 𝚪 (− 𝟐) , 𝚪 (𝟐), 𝚪 (− 𝟐) , 𝚪(𝟑. 𝟑𝟓), 𝚪(−𝟐. 𝟓𝟐), 𝚪(𝟓. 𝟕𝟗), 𝚪(−𝟏. 𝟓𝟒),
Solution:

3 1 1 1
Γ ( ) = Γ ( ) = √𝜋.
2 2 2 2

1 1
3 Γ (− 2) Γ (2) √𝜋 4 √ 𝜋
Γ (− ) = = = = .
2 3 3 1 3 3
−2 −2 × −2 4

5 3 3 3 1 1 3 1 3
Γ ( ) = Γ ( ) = × Γ ( ) = × √𝜋 = √𝜋.
2 2 2 2 2 2 2 2 4

3 1 1
5 Γ (− 2) Γ (− 2) Γ (2) √𝜋 8√𝜋
Γ (− ) = = = = =− .
2 5 5 3 5 3 1 15 15
−2 −2 × −2 −2 × −2 × −2 − 8

Γ(3.35) = 2.35 Γ(2.35) = 2.35 × 1.35 Γ(1.35) = 2.35 × 1.35 × 0.89115 (from Gamma Table)
= 2.35 Γ(2.35) = 2.8271.

Γ(−1.52) Γ(−0.52) Γ(0.48)


Γ(−2.52) = = =
−2.52 −2.52 × −1.52 −2.52 × −1.52 × −0.52
Γ(1.48) 0.88574
= = (from Gamma Table)
−2.52 × −1.52 × −0.52 × 0.48 −0.95606

= 2.35 Γ(2.35) = 2.8271.


-4-
Chapter 2 Gamma Function

Γ(5.79) = 4.79 Γ(4.79) = 4.79 × 3.79 Γ(3.79) = 4.79 × 3.79 × 2.79 Γ(2.79)
= 4.79 × 3.79 × 2.79 Γ(2.79) = 4.79 × 3.79 × 2.79 × 1.79 Γ(1.79)
= 4.79 × 3.79 × 2.79 × 1.79 × 0.92876 (from Gamma Table)
= 84.2045.

Γ(−0.54) Γ(0.46) Γ(1.46)


Γ(−1.54) = = ==
−1.54 −1.54 × −0.54 −1.54 × −0.54 × 0.46
0.88574
= (from Gamma Table)
0.382536

= 2.31508.

Example 2 Find the following integrals using Gamma Function


∞ ∞ ∞ 𝟑
(𝐢) ∫𝟎 𝒙𝟓 𝒆−𝒙 𝒅𝒙 (𝐢𝐢) ∫𝟎 𝒙𝟑 𝒆𝟏𝟎−𝟐𝒙 𝒅𝒙 (𝐢𝐢𝐢) ∫𝟎 𝟏𝟎−𝟐𝒙 𝒅𝒙
Solution:
(i)
∞
∫ 𝑥 5 𝑒 −𝑥 𝑑𝑥 = Γ(6) = 5! = 120.
0

(ii)
∞ ∞
∫ 𝑥 3 𝑒 10−2𝑥 𝑑𝑥 = 𝑒 10 ∫ 𝑥 3 𝑒 −2𝑥 𝑑𝑥
0 0

To convert the resulted integral to Gamma function, we use the substitution


𝑡 1
𝑡 = 2𝑥 ⇒ 𝑥 = ⇒ 𝑑𝑥 = 𝑑𝑡
2 2
At 𝑥 = 0 ⇒ 𝑡 = 0, at 𝑥 = ∞ ⇒ 𝑡 = ∞
So, we can write the previous integral as

∞ ∞
𝑒 10 ∞ 𝑡 3 −𝑡 𝑒 10 ∞ 3 −𝑡 𝑒 10
∫ 𝑥 3 𝑒 10−2𝑥 𝑑𝑥 = 𝑒 10 ∫ 𝑥 3 𝑒 −2𝑥 𝑑𝑥 = ∫ ( ) 𝑒 𝑑𝑡 = ∫ 𝑡 𝑒 𝑑𝑡 = Γ(4)
0 0 2 0 2 16 0 16

𝑒 10 3𝑒 10
= × 3! = .
16 8
(iii)
∞ ∞ 3
∞
−2𝑥 3 ln 10−2𝑥 3 ln 10
∫ 10 𝑑𝑥 = ∫ 𝑒 𝑑𝑥 = ∫ 𝑒 −2𝑥 𝑑𝑥
0 0 0

To convert the resulted integral to Gamma function, we use the substitution


2
−
3
𝑡 3 1 𝑡 3
𝑡 = 2𝑥 ln 10 ⇒ 𝑥 = √ ⇒ 𝑑𝑥 = ( ) 𝑑𝑡
2 ln 10 6 ln 10 2 ln 10
At 𝑥 = 0 ⇒ 𝑡 = 0, at 𝑥 = ∞ ⇒ 𝑡 = ∞
So, we can write the previous integral as

2
∞ ∞ ∞ ∞ −
−2𝑥 3 ln 10−2𝑥
3
−2𝑥 3 ln 10
1 𝑡 3
∫ 10 𝑑𝑥 = ∫ 𝑒 𝑑𝑥 = ∫ 𝑒 𝑑𝑥 = ∫ 𝑒 −t ( ) 𝑑𝑡
0 0 0 0 6 ln 10 2 ln 10
-5-
Chapter 2 Gamma Function
2 2
∞ − ∞ −
−2𝑥 3
1 1 3
−
2
−t
1 1 3 1
∫ 10 𝑑𝑥 = ( ) ∫ 𝑡 𝑒 𝑑𝑡 =
3 ( ) Γ( )
0 6 ln 10 2 ln 10 0 6 ln 10 2 ln 10 3

−
2 4 −
2
1 1 3 Γ (3) 1 1 3 0.89337
= ( ) × = ( ) × = 0.53696 .
6 ln 10 2 ln 10 1 6 ln 10 2 ln 10 1
3 3

Example 2 Find the following integrals using Gamma Function


𝟏 𝟏 𝟏 𝟑 𝟏 𝟏 𝟐
(𝐢) ∫𝟎 √− 𝐥𝐧 𝒙 𝒅𝒙 (𝐢𝐢) ∫𝟎 (𝐥𝐧 ) 𝒅𝒙 (𝐢𝐢𝐢) ∫𝟎 √𝒙𝟐 − 𝟐𝒙 + 𝟏 (𝐥𝐧 ) 𝒅𝒙
𝒙 √𝟏−𝒙
Solution:
(i)
1
∫ √− ln 𝑥 𝑑𝑥
0

To convert the resulted integral to Gamma function, we use the substitution


2 2
𝑡 = √− ln 𝑥 ⇒ 𝑥 = 𝑒 −𝑡 ⇒ 𝑑𝑥 = −2𝑡 𝑒 −𝑡 𝑑𝑡
At 𝑥 = 0 ⇒ 𝑡 = ∞, at 𝑥 = 1 ⇒ 𝑡 = 0
So, we can write the previous integral as

1 0 ∞
2 2
∫ √− ln 𝑥 𝑑𝑥 = ∫ 𝑡 (−2𝑡 𝑒 −𝑡 )𝑑𝑡 = 2 ∫ 𝑡 2 𝑒 −𝑡 𝑑𝑡
0 ∞ 0

We need another substitution to get the pervious integral in Gamma function


1 1
𝑢 = 𝑡 2 ⇒ 𝑡 = √𝑢 ⇒ 𝑑𝑡 = 𝑑𝑢
2 √𝑢
At 𝑡 = 0 ⇒ 𝑢 = 0, at 𝑡 = ∞ ⇒ 𝑢 = ∞
1 ∞ ∞ ∞ 1
2 2 1 3 1
∫ √− ln 𝑥 𝑑𝑥 = 2 ∫ 𝑡 2 𝑒 −𝑡 𝑑𝑡 = ∫ (√𝑢) 𝑒 −𝑢 𝑑𝑢 = ∫ 𝑢2 𝑒 −𝑢 𝑑𝑢 = Γ ( ) = √𝜋
0 0 0 √𝑢 0 2 2

(ii)
1 3
1
∫ (ln ) 𝑑𝑥
0 𝑥
To convert the resulted integral to Gamma function, we use the substitution
1
𝑡 = ln ⇒ 𝑥 = 𝑒 −𝑡 ⇒ 𝑑𝑥 = − 𝑒 −𝑡 𝑑𝑡
𝑥
At 𝑥 = 0 ⇒ 𝑡 = ∞, at 𝑥 = 1 ⇒ 𝑡 = 0
So, we can write the previous integral as

1 3 0 ∞
1
∫ (ln ) 𝑑𝑥 = − ∫ 𝑡 𝑒 𝑑𝑡 = ∫ 𝑡 3 𝑒 −𝑡 𝑑𝑡 = Γ(4) = 3! = 6
3 −𝑡
0 𝑥 ∞ 0

-6-
Chapter 2 Gamma Function
(iii)
1 2
1
∫ √𝑥 2 − 2𝑥 + 1 (ln ) 𝑑𝑥
0 √1 − 𝑥
To convert the resulted integral to Gamma function, we use the substitution
1
𝑡 = ln ⇒ 𝑥 = 1 − 𝑒 −2𝑡 ⇒ 𝑑𝑥 = −2 𝑒 −2𝑡 𝑑𝑡
√1 − 𝑥
At 𝑥 = 0 ⇒ 𝑡 = 0, at 𝑥 = 1 ⇒ 𝑡 = ∞

So, we can write the previous integral as

1 2 1 2
1 1
∫ √𝑥 2 − 2𝑥 + 1 (ln ) 𝑑𝑥 = ∫ √(𝑥 − 1)2 (ln ) 𝑑𝑥
0 √1 − 𝑥 0 √1 − 𝑥
∞ ∞
−2𝑡 2 (−2 −2𝑡 )𝑑𝑡
= ∫ −𝑒 𝑡 𝑒 = 2 ∫ 𝑡 2 𝑒 −4𝑡 𝑑𝑡
0 0

We need another substitution to get the pervious integral in Gamma function form
𝑢 1
𝑢 = 4𝑡 ⇒ 𝑡 = ⇒ 𝑑𝑡 = 𝑑𝑢
4 4
At 𝑡 = 0 ⇒ 𝑢 = 0, at 𝑡 = ∞ ⇒ 𝑢 = ∞
1 2 ∞ ∞
1 𝑢 2 1 1 ∞ 2 −𝑢
∫ √𝑥 2 − 2𝑥 + 1 (ln ) 𝑑𝑥 = 2 ∫ 𝑡 2 𝑒 −4𝑡 𝑑𝑡 = 2 ∫ ( ) 𝑒 −𝑢 ( ) 𝑑𝑢 = ∫ 𝑢 𝑒 𝑑𝑢
0 √1 − 𝑥 0 0 4 4 32 0
1 1
= Γ(3) =
32 16

Example 3 Prove that


𝟏 (𝟐𝒏−𝟏)!
𝚪 (𝒏 + 𝟐) = 𝟐𝒏−𝟏 √𝝅
𝟐 (𝒏−𝟏)!
Solution:
1 1 1 1 3 3
Γ (𝑛 + ) = (𝑛 − ) Γ (𝑛 − ) = (𝑛 − ) (𝑛 − ) Γ (𝑛 − )
2 2 2 2 2 2
1 3 5 5
= (𝑛 − ) (𝑛 − ) (𝑛 − ) Γ (𝑛 − )
2 2 2 2
1 3 5 3 1 1
= (𝑛 − ) (𝑛 − ) (𝑛 − ) ⋯ ( ) ( ) Γ ( )
2 2 2 2 2 2
2𝑛 − 1 2𝑛 − 3 2𝑛 − 5 3 1
=( )( )( ) ⋯ ( ) ( ) √𝜋
2 2 2 2 2
(2𝑛 − 1)(2𝑛 − 3)(2𝑛 − 5) ⋯ (3)(1)
= √𝜋
2𝑛
(2𝑛 − 1)(2𝑛 − 2)(2𝑛 − 3)(2𝑛 − 4)(2𝑛 − 5) ⋯ (3)(1)
= √𝜋
2𝑛 (2𝑛 − 2)(2𝑛 − 4) ⋯ (2)
(2𝑛 − 1)(2𝑛 − 2)(2𝑛 − 3)(2𝑛 − 4)(2𝑛 − 5) ⋯ (3)(1)
= √𝜋
2𝑛 2𝑛−1 (𝑛 − 1)(𝑛 − 2) ⋯ (1)
(2𝑛 − 1)!
= √𝜋.
22𝑛−1 (𝑛 − 1)!
-7-
Chapter 2 Gamma Function
Sheet 2
Beta and Gamma Functions

1. Evaluate
7 7 4 Γ(7)
(i) Γ ( ) , Γ (− ) , Γ ( ) , Γ(2.7) (ii)
2 2 3 Γ(4)Γ(6)
3
1 3 5 Γ(3) Γ ( )
(iii) Γ ( ) Γ ( ) Γ ( ) (iv) 2
2 2 2 9
Γ( )
2
2. Find the following integrals using Gamma Function
∞ ∞ 1
(i) ∫ 𝑥 3 𝑒 −𝑥 𝑑𝑥 (ii) ∫ 𝑥 2 𝑒 2−5𝑥 𝑑𝑥 (iii) ∫ √− ln 𝑥 𝑑𝑥
0 0 0
2
∞
−𝑥 4
∞
−3𝑥 2
1 𝑥
1
(iv) ∫ 𝑒 𝑑𝑥 (v) ∫ 4 𝑑𝑥 (vi) ∫ ln ( ) 𝑑𝑥
0 0 0 𝑥
𝜋
∞ 1
2
(vii) ∫ 𝑒 (𝑥−𝑒 𝑥 ) (viii) ∫ (tan 𝑥 + tan 𝑥 )𝑒 3 5 − tan2 𝑥 (ix) ∫ √ln(1/𝑥) 𝑑𝑥
𝑑𝑥 𝑑𝑥
−∞ 0 0
∞ 1−𝑥 2 1 ∞
𝑥𝑒 1 1
(x) ∫ 𝑑𝑥 (xi) ∫ (𝑥 − 1)2 ln 𝑑𝑥 (xii) ∫ 3 𝑑𝑥
1 √𝑥 2 − 1 0 (1 − 𝑥 ) 2 1 𝑥 2 √ln 𝑥
3. Find the following integrals Beta function
1 1 4
3( 4
(i) ∫ 𝑥 1 − 𝑥 )2 𝑑𝑥 (ii) ∫ √(1/𝑥) − 1 𝑑𝑥 (iii) ∫ 𝑥 2 √4 − 𝑥 𝑑𝑥
0 0 0
3 𝜋
∞ 3
1 𝑥2 2
(iv) ∫ 𝑑𝑥 (v) ∫ 3 𝑑𝑥 (vi) ∫ cos4 𝜃 𝑑𝜃
0 √𝑥(1 + 𝑥) 0 √27 − 𝑥3 0
𝜋 𝜋
5 5 2
2 2
(vii) ∫ tan3/2 𝜃 𝑑𝜃 (viii) ∫ sin2 𝜃 cos2 𝜃 𝑑𝜃 (ix) ∫ 𝑥 3 √5 − 𝑥 𝑑𝑥
0 0 0
𝜋 𝜋
3 2
sin 𝜃
2 2
2
1
(x) ∫ 2
𝑑𝜃 (xi) ∫ cos (2𝜃) 𝑑𝜃 (xii) ∫ 𝑑𝑥
0 1 + tan 𝜃 0 0 √4 − 𝑥 2
𝜋
1 2
𝑥3 2
5 2
1
(xiii) ∫ 𝑑𝜃 (xiv) ∫ cos 𝜃 (sec 𝜃 − 1) 𝑑𝜃 (xv) ∫ 𝑥 (8 − 𝑥 3 )3 𝑑𝑥
0 √1 − 𝑥 2 0 0

4. Prove that the following


2
1 (Γ(𝑛))
(i) Β(𝑛, 𝑛 + 1) = .
2 Γ(2𝑛)
(ii) Β(𝑝, 𝑞)Β(𝑝 + 𝑞, 𝑚) = Β(𝑞, 𝑚)Β(𝑞 + 𝑚, 𝑝).
(iii) Β(𝑚, 𝑛) = Β(𝑚 + 1, 𝑛) + Β(𝑚, 𝑛 + 1) and then deduce that
𝑛
Β(𝑚, 𝑛 + 1) = Β(𝑚, 𝑛).
𝑚+𝑛

1
(iii) Β (𝑛, 𝑛 + ) = 22𝑛 Β(2𝑛, 2𝑛).
2
-8-

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The substitution technique is crucial in evaluating \(\Gamma(1/2)\). By substituting \(t = u^2\), the integral \(\Gamma(x) = \int_0^{\infty} t^{x-1} e^{-t} dt\) transforms into \(\Gamma(1/2) = 2 \int_0^{\infty} e^{-u^2} du\). This simplification into a Gaussian integral allows the transition to polar coordinates, facilitating the calculation of the integral’s area, ultimately leading to the result \(\Gamma(1/2) = \sqrt{\pi}\). Such substitution methods are pivotal in bridging complex function definitions with accessible integral forms .

The Gamma function exhibits properties analogous to factorial functions for complex numbers through its definition as a continuous extension \(\Gamma(n) = (n-1)!\) for natural numbers \(n\), and its recursive property \(\Gamma(x+1) = x\Gamma(x)\). This allows consistent computation of \(x!\) beyond integer inputs, thus facilitating the application of factorials in complex domains. It supports calculations involving complex analysis, where factorials of non-integer parameters are required in problems like residues and contour integrals. These properties make the Gamma function a powerful tool in advanced mathematical analysis and theoretical physics .

Proving \(\Gamma(1/2) = \sqrt{\pi}\) is significant because it connects the Gamma function with the Gaussian integral, highlighting the interplay between algebraic series and geometrical concepts. The challenge lies in transforming the integral \(\Gamma(1/2) = \int_0^{\infty} t^{-1/2} e^{-t} dt\) into a manageable form using substitution and polar coordinates to relate it to the area under the Gaussian curve. This proof not only exemplifies the gamma function's role in extending factorials but also underscores its profound relationship with pi, demonstrating a deep link between complex analysis and real number theory .

The Gamma function is integral in solving definite integrals that cannot be expressed in terms of elementary functions by providing a canonical form for evaluating integrals of the type \(\int_0^{\infty} x^{n} e^{-x} dx\), which are common in probability and statistics. Furthermore, it appears in asymptotic series, providing approximations for factorial-like calculations at large real numbers, helping in fields like quantum physics and complex dynamic systems where such approximations are necessary .

The Gamma function fundamentally influences the development of statistical distributions, especially the chi-squared distribution, by providing a generalized factorial necessary for defining the probability density functions of such distributions. Since the chi-squared distribution is a special case of the gamma distribution, which relies on the Gamma function for its definition, this integral component facilitates the modeling of data variances and hypothesis testing in statistics. The flexibility of the Gamma function also allows these distributions to be adapted to various scales and parameters, enhancing the analytical power of statistical methods .

To derive \(\Gamma(1/2)\), first square it by expressing \([\Gamma(1/2)]^2 = 4 \int_{0}^{\infty} \int_{0}^{\infty} e^{-u^2 - v^2} \,dv \,du\). Converting to polar coordinates \((r, \theta)\) where \(u = r \cos \theta\) and \(v = r \sin \theta\), the limits of integration change to \(0 \leq r < \infty\) and \(0 \leq \theta \leq \pi/2\). The integral becomes \(4 \int_{0}^{\pi/2} \int_{0}^{\infty} e^{-r^2} r \,dr \,d\theta\). Evaluating gives \(\pi\), thus \([\Gamma(1/2)]^2 = \pi\) leading to \(\Gamma(1/2) = \sqrt{\pi}\).

The recursive property \(\Gamma(x+1) = x\Gamma(x)\) refines the concept of factorials by extending factorial-like computation to non-integer and even complex numbers. Traditional factorials \(n!\) are defined for natural numbers, but the Gamma function’s recursion relation allows for a seamless transition to \(x!\) when \(x\) is a non-integer, thus facilitating calculations in advanced mathematics and physics involving interpolated factorial properties. This extension supports various theoretical frameworks where continuous inputs unlike discrete factorials are required .

The table of Gamma function values for \(1 \le x \le 2\) shows that \(\Gamma(x)\) decreases non-linearly. The function's values do not decrease uniformly, which is indicative of its asymptotic behavior as it approaches non-integer values where the function smooths out the factorial-like behavior present at integer values. This behavior is crucial for applications that involve interpolation between discrete factorials and continuous domains, underscoring the importance of \(\Gamma(x)\) in both theoretical and applied mathematics .

The recursive property, \(\Gamma(x+1) = x\Gamma(x)\), allows the Gamma function to generalize the factorial function from natural numbers to all positive real numbers. It plays a significant role in mathematical analysis by providing a continuous extension of factorials, thus enabling deeper exploration in calculus, differential equations, complex analysis, and statistics. This property demonstrates how special functions can unify discrete and continuous mathematical concepts, expanding the applicability of operations like factorials to non-integer domains .

The Gamma function's ability to extend the factorial operation from discrete to continuous values enables it to model phenomena involving continuous change. This property is particularly useful in calculus and differential equations where smooth transitions between discrete events are required. For instance, in complex analysis, it helps in contour integration involving factorials of complex numbers; in statistics, it is utilized in defining distributions such as the gamma and chi-squared distributions, which require continuous input for probability density functions. These applications highlight the Gamma function’s role in providing a mathematical bridge between discrete and continuous paradigms .

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