Beta Function

1
m1 n1
The first Eulerian integral , Beta function is defined as   m , n   x 1  x  dx .
0

1
m1 n1
Note 1.  m , n   x 1  x  dx
0

n1
Integrating by parts , keeping  1  x  as first function & assuming n to be a positive integer , we get

 m 1 1 
 m 

n1 x  x 
  m , n     1  x    n 2
m     n  1  1  x  
m
 dx

  0 0 
 


1
n1 n2 m

m  1  x  x dx
0

Again integrating by parts ,

1
n1   n  2  n3 m 1
     1  x  x dx
 m   m  1 
0

Continuing integration for n  1 times , we get

1
 n  1 ! m  n2
 m , n  
m m  1  . . .  m  n  2  
 x dx
0

 n  1 !
  m , n   , n  N
m m  1  . . .  m  n  1 

Note 2. If both n , m  N then , multiplying  m  1 ! to both numerator & denominator we get

 m  1 !  n  1 !
 m , n  
 m  n  1 !

1
m1 n1
Note 3. We have   m , n   x 1  x  dx
0

b b
Using property  f  x  dx   f  a  b  x  dx , we get
a a

1
m1 n1
 m , n    1  x  x dx    n , m 
0

Thus   m , n     n , m  .

1
m1 n1
Note 4. We have   m , n   x 1  x  dx
0

1 1
Putting x   dx   dy
1 y 1  y 
2

0 n1
1 y 1
Then   m , n      dy
m1 n1 2
 1  y  1  y  1  y 
 n1
y
Or  m , n    dy
m n
0 1  y 
 m1
y
Also since   m , n     n , m  so   m , n    dy
m n
0 1  y 
 Gamma Function


x n1
The second Eulerian integral Gamma function is defined as   n   e x dx .
0

n1
Note 1. Integrating by parts with x as first function we get
 
 n1
 n    x

e
x 
 
 0     n  1x
n 2
 e x
 dx
0


x n 2
 0  n  1 e x dx   n  1  n  1  .
0

Thus   n    n  1    n  1  .


x
 1  
 1  
0  
Note 2.  e x dx   x   1 .
0  e  0

Note 3. If n  N then   n    n  1 ! .

Relationship between Beta & Gamma function


x n1
We have   n   e x dx ………………….. 1
0

Putting x   y  dx   dy , we get
 
 y n1 n  y n 1
 n    e  y  dy   e y dy
0 0


 n   y n 1
Or
n
 e y dy ……………………… 2
 0


 n  x y n1
From  2  we have  e y dy
n
x 0


n x y n1
  n   x e y dy
0

m1 x
Multiplying both sides by x e , we get

m1 x m  n1  1  y  x n1
x e  n   x e y dy
0

Integrating both sides wrt x from 0 to  , we get

  
x m1  m  n1  1  y x n1 
 n   e x dx    x e y dy  dx
 
0 0  0 
 
 m  n1  1  y x  n1
  n  m      x e dx  y dy

0  0 

  
  m  n   n1  By  2  
  
  1  y  m n
y

dy  
0  

  m   n 
  n  m    m  n  m , n  or  m , n   .
 m  n 
 
Note 1.   n   1  n  
sin n
 n1
 m  n  y
We have   m , n  and also   m , n    dy , so we have :
 m  n  1  y 
mn
0

 n1
 m  n  y
 m  n 
  m n
dy
0 1  y 
Putting m  n  1 , we get ,
 n1
y   This part requires contour integrals which is a whole lot another story. 
 n  1  n    1  y  dy   
sin n  Will show it some other time . 
0  

Your Question :


2
x
01.  e dx



x n1
Sol. Now we have   n   e x dx
0

n n 1
Putting z  x , we get dz  n x dx , and the integral reduces to :
 
1/ n 1/ n
1 z z
 n    e dz or e dz  n   n  ……………. 1
n
0 0


1 z
2 1 1
Putting n  in  1  , we get : e dz       …………… 2
2 2 2
0

1 

  1 2 1
    
 
Also we have   n    1  n   where putting n  , we get         ……….  3 
sin n 2 
  2 
 
 1   2
sin  
2


2
z 1
From  2  &  3  , we have : e dz   ………….. 4
2
0

 
2 2
x x
So  e dx  2 e dx  even function 
 0


1 
 2    By  4  
 

2
 



  .