GAMMA FUNCTION

Definition
Before we derive into the definition of the gamma function, it is better if we first introduce the
factorial notation. The factorial of any positive integer, n, is defined as

{
n != n ( n1 ) ( n2 ) ( n3 ) 3 2 1 n>0
1 n=0

This applies to any positive integer n.

The factorial of any number n can be calculated by performing this repeated multiplication
deducting each previous term by 1 until the number 1.
Some properties of the factorial notation

i) n !=n ( n1 ) ( n2 )( n3 ) 3 2 1
Examples
10 !=10 9 8 7 6 5 4 3 2 1=36288000

5 !=5.4 .3.2 .1=120

ii) n !=n ( n1 ) !=n !=n ( n1 ) ( n2 ) !=

Examples
6 !=5 x 10 !=6 x 120=720

iii) The double factorial

{
n ! != n ( n2 )( n3 ) 5 3 1 n> 0 odd
n ( n2 ) ( n4 ) 6 4 2n> 0 even

Examples

0 =1 6 =48
1=1 7=105
2=2 8 ! !=384

The double factorial can be related to the normal factorial notation by the relationship
n !=n ! !(n1)! !
 Examples

2!=2 ! ! x 1 ! !=2
7 !=7! ! x 6 ! !=105 x 48=5040

This can be used as a simple way to determine factorials of bigger numbers provided the
factorials of the previous numbers are known.
Extending the factorial notation so as to include non-integer values, we thus introduce what is
known as Eulerian second integral defined for a non-integer number x as

x != et t x dt
0

This is also referred to as the generalized form of the factorial notation and was introduced by
mathematician Leonhard Euler.

By performing a translation in the variable x, the infamous gamma function can be defined
as

( x )= et t x1 dt=( x1 ) !(1)
0

As stated above, the gamma function can be related to the factorial notation. In the relation,
setting x to x+ 1, we can deduce that

( x+1 ) = et t x dt=x !(2)
0

This is one special property of the gamma function

Properties of the Gamma function

i) Property 1: ( x+1 ) =x ( x )

This is referred to as recurrence or reduction formula and it can be used to deduce factorials
of larger numbers by simply reducing the expression to a somewhat small value.
Proof
It has been shown that

( x+1 ) = et t x dt
0

From the formula of integration by parts stated as

u dv=uv v du

The above integral can be evaluated by using integration by parts first by letting u=t x and
t
dv=e , we come up with

x1 t
du=x t v=e

Inserting these into the integration by parts formula,

( x+1 ) = et t x dt=[t x et ]0 x et t x1 dt
0 0

On evaluation of the above integral, we come up with

( x+1 ) =x et t x1 dt=x ( x )
0

Therefore
( x+1 ) =x ( x )

ii) Property 2: 22 x1 ( x ) ( x +1 )= ( 2 x )

This is commonly referred to as the duplication formula of the gamma function

iii) Property 3: ( x ) ( 1x )=
sin x

This is referred to as the complement formula

iv) Property 4: n+( 12 )= 1 3 5 2(2 n1) = ( 2n2 ) !2! n=1,2, 3

n 2n
 This is referred to as Legendres formula. It finds great use in the determination of the
1
solution to Bessels equations of order 2 .

Examples

For x=0,

( 12 )=
For x=1,

( 32 )= 2

And so on for other integral values of x

v) Factorials for larger values of x can be obtained using the Gamma function as
1
x+
2 x
x != ( x+ 1 )= 2 x x e

This is referred to as Stirlings formula and it used to find factorials of large numbers
which cannot be easily obtained by the basic mathematical rules.

Other definitions of the gamma function

The gamma function can be similarly defined by the following two major formulae which were
developed by mathematicians who performed early work in this area. These are;
a) Gausss formula
x
n! n
( x )=lim
n x ( x+1 ) ( x+ 2 ) ( x +n)

b) Weierstrass formula

1 x
(x) n=1
( )
=x e x 1+ ex /n
n

where is the Euler Mascheroni constant and is defined as

n
1
=lim ln ( n ) 0 . 5772156
n k=1 k

By making some changes of variable, the gamma function can be re-stated as

2

( x )=2 p2 x1 e p dp by settingt= p2
0

1 x1
1
( x )= ln
0
( )
p
dp by setting et= p

The incomplete gamma function

The function defined as
k
( x , k )= et t x1 dt
0

is referred to as the incomplete gamma function. It has got its compliment give as

( x , k ) = et t x1 dt
k

The gamma function can therefore be expressed a s a sum of the two compliments as
k
( x )= et t x1 dt+ et t x1 dt
0 k

The incomplete gamma function finds great use in statistics as will be stated later in this
discussion
 BETA FUNCTION
Definition
We next consider what is yet another special function worth mention. This is referred to as the
second Eulerian integral and commonly known by its common name the Beta function and is
denoted by the symbol, B . Considering any positive real values x and y , the Beta
function is defined by the relationship as;
1
B ( x , y )= t x1 (1t) y1 dt x , y >0
0

Properties of the beta function

i) Property 1: Relationship with the gamma function

( x) ( y )
B ( x , y )=
(x + y )

This property relates the beta function to the gamma function and will be defined later in the next
section
ii) Property 2: Symmetry
The beta function is such that
B ( x , y )=B ( y , x )

Proof
The beta function is defined such that
1
B ( x , y )= t x1 ( 1t ) y1 dt
0

By using the substitution t=1s ,

0 0
t x1 ( 1t ) y1 dt= ( 1s ) x1 s y1 ds
1 1
 1
s y1 (1s)x1 dt =B ( y , x )
0

iii) Property 3

p x1
B ( x , y )= x+ y
dp
0 (1+ p)

Proof
p
By letting t= 1 p , we can express the beta function as

1 x1
x1 y1 x1 y+1 p
B ( x , y )= t dt=B ( x , y ) = p (p +1) dt =
x+1 2
( 1t ) ( p+1 ) ( p+1 ) x+ y
dp
0 0 0 (1+ p)

iv) Property 4

2
B ( x , y )=2 sin2 x1 cos 2 x1 d
0

The incomplete beta function

The incomplete beta function is defined as
k
B ( x , y , k )= t x1(1t) y1 dt 0 k 1
0

with x , y >0, if k 1, we can define the relation

B(x, y ,k)
I ( x , y , k )=
B(x, y)

The incomplete beta function, B ( x , y , k ) and the function I ( x , y , k ) have also got properties
which would prefer being discussed. These properties include;
i) Symmetry property
 x , y,k
I ( 1I ( y , x , 1k ) )

ii) Recurrence property

I ( x , y , k )=kI ( x1, y , k ) +(1k )I ( x , y1 , k )

( x+ yxk ) I ( x , y , k )=x ( 1k ) I ( x +1 , y1 ) + yI ( x , y+ 1 )

( x+ y ) I ( x , y , k )=xI ( x +1, y , k )+ y I ( x , y+ 1, k )

These properties also apply to the incomplete beta function