SPECIAL FUNCTIONS

GAMMA AND BETA FUNCTION

The use of Gamma and Beta functions to solve complicated integrals easily.

GAMMA FUNCTION

DEFINITION
∞
Г(n) = ∫ e−x x n−1 dx
0

Properties of Gamma Function

1- Г(1)=1

From the definition of Gamma function, we know that;

∞
Г(n) = ∫ e−x x n−1 dx
0

Put n=1
∞
Г(1) = ∫ e−x x1−1 dx
0
∞
Г(1) = ∫ e−x x 0 dx
0
∞
Г(1) = ∫ e−x dx
0

e−x ∞
=[ |
−1 0
Г(1) = −(e−∞ − e0 ) = −(0 − 1)
Г(1) = 1
𝟏
2- Г (𝟐) = √𝛑
By the definition of Gamma function, we have;
∞
Г(n) = ∫ e−x x n−1 dx
0
1
Putting 𝑛 = 2 in above equation,
 ∞
1 1
Г ( ) = ∫ e−x x (2−1) dx
2 0
∞
1 1
Г ( ) = ∫ e−x x −2 dx
2 0

Let, x = u2 → 𝑑𝑥 = 2𝑢𝑑𝑢
and, x = 0 → ∞ → u=0→∞
∞
1 2 1
Г ( ) = ∫ 𝑒 −𝑢 (𝑢2 )−2 (2𝑢𝑑𝑢)
2 0
∞
1 2
Г ( ) = 2 ∫ 𝑒 −𝑢 𝑢−1 (𝑢𝑑𝑢)
2 0
∞
2
= 2 ∫ 𝑒 −𝑢 𝑢−1+1 𝑑𝑢
0

1 ∞ 2 ∞ 2 1 π
Г (2) = 2 ∫0 𝑒 −𝑢 𝑑𝑢 since ∫0 e−ax dx = 2 √ a (Guassian Integral)

∞ 2 √π
∫0 𝑒 −𝑢 𝑑𝑢 = 2

Putting this result in above equation,

1 √π
Г( ) = 2( )
2 2
1
Г (2) = √π

3- GAMMA FUNCTION IN TERMS OF FACTORIAL

Since, Г(n + 1) = nГ(n)

Г(2) = Г(1 + 1) = 1 Г(1) = 1!
Г(3) = Г(2 + 1) = 2 Г(2) = 2 × 1! = 2!
Г(4) = Г(3 + 1) = 3 Г(3) = 3 × 2! = 3 × 2 × 1 = 3!
Г(5) = Г(4 + 1) = 4 Г(4) = 4 × 3! = 4 × 3 × 2 × 1 = 4!
And so on…………………………………
Generalizing,
Г(n) = (n − 1)!
Or,
Г(n + 1) = n!

4- REDUCTION FORMULA (Г(𝐧 + 𝟏) = 𝐧Г(𝐧))

For reduction formula put 𝑛 = 𝑛 + 1 in the definition of Gamma function,

∞
Г(n + 1) = ∫ e−x x n+1−1 dx
0
∞
Г(n + 1) = ∫ e−x x n dx
0

Now, using integration by parts;

∞
e−x ∞ n n−1
e−x
Г(n + 1) = [x | − ∫ (nx ) dx
(−1) 0 0 (−1)
e−x ∞
here, [x n | →0
(−1) 0
∞
Г(n + 1) = n ∫ e−x x n−1 dx
0

Г(𝐧 + 𝟏) = 𝐧Г(𝐧)
This is reduction formula
e.g., Г(6) = Г(5 + 1) = 5Г(5) = 5 × 4! = 5 × 4 × 3 × 2 × 1 = 120
and, Г(9) = Г(8 + 1) = 8Г(8) = 8 × 7! = 8 × 7 × 6 × 5 × 4 × 3 × 2 × 1 = 40320
3 1 1 1 1 √π 1 √π
similarly, Г (2) = Г (2 + 1) = 2 Г (2) = 2 × 2 ( 2 ) = 2 √π = 2

7 5 5 3 1
and, Г (2) = 2 ! = 2 × 2 × 2 √π
∞
5- ∫𝟎 𝐱 𝐧−𝟏 𝐞−𝐱 𝐝𝐱 = Г(𝐧)

Above expression proves very helpful in finding solution to integrals comparable to the
standard form given in the expression. For example,
∞
∫0 x 4 e−x dx = Г(5) = 4! = 4 × 3 × 2 × 1 = 24
∞
and, ∫0 x 7 e−x dx = Г(8) = 7! = 7 × 6 × 5 × 4 × 3 × 2 × 1 =?

Note: Using gamma function, we can find the solution easily. If we use integration by parts to
evaluate above integrals then we have to use this technique multiple times
 ∞ Г(n)
6- ∫0 x n−1 e−ax dx = an

PROOF:
y dy
Let, ax = y → x = a → dx = a

since, ax = y and x = 0 → ∞ → y = 0 → ∞

∞ ∞
n−1 −ax
y n−1 −y dy
∫ x e
dx = ∫ ( ) e ( )
0 0 a a
∞ ∞
1 1
∫ x n−1 e−ax dx = n−1 ∫ y n−1 e−y dy
0 a a 0
∞ ∞
1
∫ x n−1 e−ax dx = n ∫ y n−1 e−y dy
0 a 0
By comparing right side with the definition of Gamma function, we have
∞ 1
∫0 x n−1 e−ax dx = an Г(n)

∞
e.g., ∫0 x 5 e−2x dx =?
By comparing with standard form,
n − 1 = 5 → n = 6 and a = 2
∞
1 5! 5 × 4 × 3 × 2 × 1 120
∫ x 5 e−2x dx = 6 Г(6) = 6 = =
0 2 2 64 64

IMORTANT FORMULAE

1- Г(1) = 1
𝟏
2- Г (𝟐) = √𝝅
3- Г(𝑛 + 1) = 𝑛Г(𝑛)
4- Г(𝑛) = (𝑛 − 1)!
∞
5- ∫0 x n−1 e−x dx = Г(n)
∞ 1
6-∫0 x n−1 e−ax dx = an Г(n)
 Solved Questions

Q. No. 1
𝟏 𝟏 𝐧−𝟏
Show that ∫𝟎 (𝐥𝐨𝐠 𝐲) 𝐝𝐲 = Г(𝐧)
1 1
Let, log (y) = x → = ex → y = e−x → dy = −e−x dx
y
1
since, log (y) = x and y = 0 → 1 → x=∞→0
1
1 n−1 0
∫ (log ) dy = ∫ x n−1 (−e−x dx)
0 y ∞
0
= − ∫ x n−1 e−x dx
∞
∞
n−1
=∫ x e−x dx
0
1 1 n−1
∫0 (log y) dy = Г(n)

Q. No.2
∞ 𝟐 √𝛑
Prove that ∫𝟎 𝐞−𝐱 𝐝𝐱 = 𝟐
dy dy
Let, x 2 = y → 2xdx = dy → dx = =2
2x √y
2
since, x = y and x = 0 → ∞ → y = 0 → ∞

∞ ∞
−x2
dy
∫ e dx = ∫ e−y ( )
0 0 2√y
1 ∞ −1 −y
= ∫ y 2 e dy
2 0

1 ∞ 1 ∞
= 2 ∫0 y 2−1 e−y dy since ∫0 x n−1 e−x dx = Г(n)
1 1
= Г( )
2 2
∞ 2 √π
∫0 e−x dx = 2

Q. No. 3

∞
Evaluate ∫𝟎 √𝐱𝐞−𝟑√𝐱 𝐝𝐱
2y
Let, 3√x = y → 9x = y 2 → 9dx = 2ydy → dx = dy
9
since, 9x = y 2 and x = 0 → ∞ → y=0→∞

∞ ∞
y2 2y
∫ √xe−3√x dx = ∫ √( ) e−y ( dy)
0 0 9 9
∞ 2 ∞ ∞
∫0 √xe−3√x dx = 27 ∫0 y 2 e−y dy since ∫0 x n−1 e−x dx = Г(n)

2 2
= Г(3) = (2!)
27 27
∞ 4
∫0 √xe−3√x dx = 27

Q. No. 4

∞ 𝟐𝐱𝟐 𝟏 𝐧+𝟏
Show that ∫𝟎 𝐱 𝐧 𝐞−𝐤 𝐝𝐱 = 𝟐𝐤𝐧+𝟏 Г ( )
𝟐

√y 1
Let, k 2 x 2 = y → x= → dx = 2k dy
k √y

since, k 2 x 2 = y and x = 0 → ∞ → y=0→∞

n
∞ ∞
n −k2 x2
√y 1
∫ x e dx = ∫ ( ) e−y ( dy)
0 0 k 2k√y
1 1 ∞ (n⁄ −1⁄ ) −y
= ∫ y 2 2 e dy
k n 2k 0
n−1
1 ∞ ∞
= 2kn+1 ∫0 y ( )
2 e−y dy since ∫0 x n−1 e−x dx = Г(n)

1 n−1
= n+1
Г( + 1)
2k 2
∞ 2 x2 1 n+1
∫0 x n e−k dx = 2kn+1 Г ( 2
)

For Practice
1 (−1)n
Q. No. 1 Prove that ∫0 x m (logx)n dx = (m+1)n+1
Г(n + 1)?

∞ 2 x2 1 n
Q. No. 2 Show that ∫0 x n−1 e−h dx = 2hn Г (2)?
∞ ∞ 2 +by2 ) Г(m)Г(n)
Q. No. 3 Prove that ∫0 ∫0 e−(ax x 2m−1 y 2n−1 dxdy = 4am bn

Note: Dear students in case of any typing mistake in above given formulae, please consult HK
Dass, Chapter 9