Gamma and Beta Functions

02

Chapter
Gamma and Beta Functions

e
x
Gamma function: The integral x n 1 dx . . . (i)
0
is called the Eulerian second integral. The integral (i) for positive value
of n (i.e, for n > 0) is known as Gamma function, and is denoted by n .

 n   e  x x n 1 dx
0

Example (1): Show that (1) = 1.




Solution: We know, n  e  x x n 1 dx
0
 

 (1)   e  x x11 dx =  e  x dx =  e  x =1 [Proved]
0
0 0

Example (2): Show that (n  1) = n n = n




Solution: We know, n  e  x x n 1 dx
0
 
 (n  1) =  e x dx = x n
x
n
e  x dx
0 0


=  x n e x  n  x n 1e  x dx
0
0

 du 
 
[ uvdx  u vdx  
 dx

vdx dx ]


1
 Gamma and Beta Functions

= 0 + n n = n n
 (n  1) = n n . . . (i)
= n(n – 1) (n  1) [Using (i)]
= n(n – 1)(n – 2) (n  2) [Again using (i)]
= n(n – 1)(n – 2) . . . 3.2.1 (1)
= n(n – 1)(n – 2) . . . 3.2.1 [ (1) = 1]
= n
So, (n  1) = n n = n [Proved]


Example (3): Show that n  2 e  r r 2 n 1 dr
2

0

Solution: We know, n  e  x x n 1 dx 
0

Putting, x = r2
Or, n   e r r 2
2
  n 1
2rdr  dx = 2rdr
0
When x  0, r  0

and x  , r  
n  2 e r r 2 n 2 rdr
2
Or,
0

n  2 e  r r 2 n 1 dr
2
Or, [Proved]
0


n
z n 0
Example (4): Show that,  e  zy y n 1 dy


Solution: We know, n  e  x x n 1 dx 
0 Putting, x = zy
 z is not a function of x, y
Or, n   e  zy ( zy) n 1 zdy  dx = z dy
0 When, x  0, y  0
and x  , y  

2
 Gamma and Beta Functions


Or, n   e  zy y n 1 z n dy
0

Or, n  z n  e  zy y n 1 dy
0

n
 n
  e  zy y n 1 dy [Proved]
z 0

x
m 1
Beta function: The integral (1  x) n 1 dx . . . (1)
0
is called the first Eulerian integral. The function (1) for positive values
of m and n (i.e. m, n > 0) is known as Beta function and is denoted by
 (m, n) .
1
i.e.  (m, n) = x
m 1
(1  x) n 1 dx
0

Example (5): Show that  (m, n) =  (n, m)

Solution: We know that
1
 (m, n)   x m1 (1  x) n1 dx
0
1

 (1  x) 1  (1  x)
m 1 n 1
= dx
0
a a


[ f ( x)dx 
0
 f (a  x)dx ]
0
1

 (1  x)
m 1
= x n 1 dx
0

3
 Gamma and Beta Functions

x
n 1
= (1  x) m1 dx
0
=  (n, m) [Proved]


y n 1
Example (6): Show that  (m, n) = 0 (1  y) mn dy
1
Solution: We know,  (m, n)  x m1 (1  x) n 1 dx 
0
n 1 Let, x = 1
0
1  1  1 1 y
=  1 
m 1 
 dy
 (1  y )  1 y  (1  y ) 2  dx  
1
dy
 (1  y ) 2
y n 1
= 0 (1  y) mn dy [Proved] When x = 0, y = 
and when x = , y = 0

Theorem: Relation between gamma and beta function.

m.n
Or, Show that  (m, n) = .
( m  n)

n
z n 0
Proof: We have,  e  zy y n 1 dy . . . (i) [From example (4)]


n = z e  zy y n 1 dy
n
Or,
0

n e  z z m1 = z e  zy y n 1e  z z m1 dy [Multiplying by
n
Or,
0
z m 1
e z on both sides]
 
n  e  z z m 1 dz = e
 (1 y ) z
Or, z m n 1 y n 1 dydz
0 0 0
[Taking integration on both sides with respect to z over (0, )]

4
 Gamma and Beta Functions

 

 y [ e
n 1 (1 y ) z
Or, n m = z m n 1 dz ] dy
0 0

( m  n)
y
n 1
Or, n m = dy [Using equation (i)]
0 (1  y ) m n

m.n y n 1
(m  n) 0 (1  y ) m n
Or, = dy

m.n
Or, =  (m, n) [By example (6)]
( m  n)
m.n
So,  (m, n) = [Showed]
( m  n)


2


Example (7): Show that,  (m, n) = 2 sin 2 m 1  cos 2 n 1  d and
0

 p 1  q 1 
  
 2   2  2

 sin  cos q  d
p
hence show that, =
 p  q  2
2  0

 2 
Let, x = sin2
Solution: We have, dx = 2 sin cos d
1
When x = 0,  = 0
 (m, n) =  x m1 (1  x) n 1 dx and when x = 1, y = /2
0

2
Or,  (m, n) =  sin 2 m2  (1  sin 2  ) n 1 2 sin  cos  d
0

2
Or,  (m, n) = 2  sin 2 m2  (cos 2  ) n1 sin  cos  d
0

5
 Gamma and Beta Functions


2
Or,  (m, n) = 2  sin 2 m1  cos 2 n 1  d [Showed]
0


m.n 2
Or, =  sin 2 m 1  cos 2 n 1  d
2
( m  n) 0


m.n 2
Or, =  sin 2 m 1  cos 2 n 1  d
2(m  n) 0
p 1 q 1
Putting 2m-1 = p and 2n-1 = q, i.e, m = ,n= ; we get
2 2
 p 1  q 1 
  
 2   2  = sin p  cos q  d
2

 p  q  2 0
2 
 2 