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BETA AND GAMMA FUNCTIONS

Beta function
𝑊𝑒 𝑑𝑒𝑓𝑖𝑛𝑒𝑑 𝑡ℎ𝑒 𝑏𝑒𝑡𝑎 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛 𝛽(𝑚, 𝑛) for 𝑚 > 0, 𝑛 > 0 𝑏𝑦 𝑡ℎ𝑒 𝑟𝑒𝑙𝑎𝑡𝑖𝑜𝑛.
1
𝛽 (𝑚, 𝑛) = ∫0 𝑥 𝑚−1 (1 − 𝑥)𝑛−1 𝑑𝑥 …………(i)
Symmetrical property of beta function

Q(1). 𝛽 (𝑚, 𝑛) = 𝛽(𝑛, 𝑚)

Proof: we know that by definition,
1
𝛽 (𝑚, 𝑛) = ∫ 𝑥 𝑚−1 (1 − 𝑥)𝑛−1 𝑑𝑥
0

Substituting 𝑥 = 1 − 𝑦 , 𝑥 − 1 = −𝑦 , 𝑑𝑥 = −𝑑𝑦
, 𝑙𝑖𝑚𝑡 𝑥 → 𝑜, 𝑦 → 1 𝑎𝑛𝑑 𝑥 → 1, 𝑦 → 𝑜 in equation (i) , we get
0 𝑎 𝑏
𝛽 (𝑚, 𝑛) = − ∫1 (1 − 𝑦)𝑚−1 (𝑦)𝑛−1 𝑑𝑦 [since − ∫𝑏 𝑓(𝑥 )𝑑𝑥 = ∫𝑎 𝑓(𝑥 )𝑑𝑥
1
𝛽 (𝑚, 𝑛) = ∫0 (𝑦)𝑛−1 (1 − 𝑦)𝑚−1 𝑑𝑦 = 𝛽 (𝑛, 𝑚) …………..(ii)
There fore 𝛽 (𝑚, 𝑛) = 𝛽 (𝑛, 𝑚)

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𝜋⁄
Q(2) 𝛽 (𝑚, 𝑛) = 2 ∫0 2(𝑠𝑖𝑛𝜃)2𝑚−1 (𝑐𝑜𝑠𝜃)2𝑛−1 𝑑𝜃
Proof: we know that by definition,
1
𝛽 (𝑚, 𝑛) = ∫ 𝑥 𝑚−1 (1 − 𝑥)𝑛−1 𝑑𝑥
0

Now substituting 𝑥 = 𝑠𝑖𝑛2 𝜃, 𝑠𝑜 𝑡ℎ𝑎𝑡 𝑑𝑥 = 2𝑠𝑖𝑛𝜃𝑐𝑜𝑠𝜃𝑑𝜃 in equation , we get

𝜋
Upper limit for = 1 ,𝑠𝑖𝑛2 𝜃 = 1, 𝑠𝑖𝑛𝜃 = 1, 𝜃 = 2

Lower limit for 𝑥 = 0, 𝑠𝑖𝑛2 𝜃 = 0, 𝑠𝑖𝑛𝜃 = 0, 𝜃 = 0

𝜋⁄
𝛽 (𝑚, 𝑛) = ∫0 2(𝑠𝑖𝑛2 𝜃)𝑚−1 (1 − 𝑠𝑖𝑛2 𝜃)𝑛−1 2𝑠𝑖𝑛𝜃𝑐𝑜𝑠𝜃𝑑𝜃
𝜋⁄
𝛽 (𝑚, 𝑛) = 2 ∫0 2(𝑠𝑖𝑛𝜃)2𝑚−2 (𝑐𝑜𝑠 2 𝜃)𝑛−1 𝑠𝑖𝑛𝜃𝑐𝑜𝑠𝜃𝑑𝜃
𝜋⁄
𝛽 (𝑚, 𝑛) = 2 ∫0 2(𝑠𝑖𝑛𝜃)2𝑚−2 𝑠𝑖𝑛𝜃(𝑐𝑜𝑠𝜃)2𝑛−2 𝑐𝑜𝑠𝜃𝑑𝜃
𝜋⁄
2
𝛽 (𝑚, 𝑛) = 2 ∫ (𝑠𝑖𝑛𝜃)2𝑚−1 (𝑐𝑜𝑠𝜃)2𝑛−1 𝑑𝜃
0

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∞ (𝑦)𝑛−1
Q(3) 𝛽(𝑚, 𝑛) = ∫0 (1+𝑦)𝑚+𝑛
. 𝑑𝑦
1
𝛽 (𝑚, 𝑛) = ∫0 𝑥 𝑚−1 (1 − 𝑥)𝑛−1 𝑑𝑥
1 𝑑𝑦 1 1
Now substituting 𝑥 = , 𝑑𝑥 = − ,1+𝑦 = , 𝑦 = −1
(1+𝑦) (1+𝑦)2 𝑋 𝑥
1
Upper limit for 𝑥 = 1, 𝑦 = − 1, 𝑦 → 1 − 1 = 0
1
1
Lower limit for 𝑥 = 0, 𝑦 = − 1, 𝑦 → ∞ − 1 = ∞
0
0 1 1 𝑑𝑦
𝛽 (𝑚, 𝑛) = ∫∞((1+𝑦))𝑚−1 (1 − )𝑛−1 (− (1+𝑦)2 )
(1+𝑦)
0 1 1+𝑦−1 𝑛−1 𝑑𝑦
𝛽 (𝑚, 𝑛) = − ∫∞((1+𝑦))𝑚−1 ( ) (1+𝑦)2
(1+𝑦)

0 1 (𝑦)𝑛−1 1
𝛽 (𝑚, 𝑛) = − ∫∞ (1+𝑦)𝑚−1 . (1+𝑦)𝑛−1 (1+𝑦)2 𝑑𝑦
∞ (𝑦)𝑛−1 𝑏 𝑎
𝛽 (𝑚, 𝑛) = ∫0 (1+𝑦)𝑚−1+𝑛−1+2
. 𝑑𝑦 [since − ∫𝑎 𝑓(𝑥 )𝑑𝑥 = ∫𝑏 𝑓(𝑥 )𝑑𝑥 ]

∞ (𝑦)𝑛−1
𝛽 (𝑚, 𝑛) = ∫0 (1+𝑦)𝑚+𝑛
. 𝑑𝑦

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GAMMA FUNCTION
Definition: Gamma function, denoted by Γ(𝑛) [read as gamma n] is
defined by the definite integral
∞
Γ(𝑛) = ∫ 𝑥 𝑛−1 𝑒 −𝑥 𝑑𝑥
0

Where n is a positive number .

Fundamental properties of gamma function,

Property I. To prove that
(i) Γ(1) = 1
By definition of gamma function, we have
∞
Γ(𝑛) = ∫ 𝑥 𝑛−1 𝑒 −𝑥 𝑑𝑥
0
∞
n=1 Γ(1) = ∫0 𝑥 1−1 𝑒 −𝑥 𝑑𝑥
∞
Γ(1) = ∫ 𝑥 0 𝑒 −𝑥 𝑑𝑥
0
∞
Γ(1) = ∫ 1. 𝑒 −𝑥 𝑑𝑥
0
∞
𝑒 −𝑥
Γ(1) = { }
−1 0
Γ(1) = −{𝑒 −∞ − 𝑒 −0 }
Γ(1) = −{0 − 1}
Γ(1) = 1

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Q1.To prove that

1 𝑛−1
1
Γ(𝑛) = ∫ {𝑙𝑜𝑔 } 𝑑𝑦
0 𝑦
Solution: by definition, we have
∞
Γ(𝑛) = ∫ 𝑥 𝑛−1 𝑒 −𝑥 𝑑𝑥
0
1 1 1
Putting 𝑥 = 𝑙𝑜𝑔 or = 𝑒 𝑥 , or = 𝑦 , y=𝑒 −𝑥 , 𝑑𝑦 = −𝑒 −𝑥 𝑑𝑥
𝑦 𝑦 𝑒𝑥

Upper limit for 𝑥 = ∞, 𝑦 = 𝑒 −∞ , 𝑦 → 0

Lower limit for 𝑥 = 0, 𝑦 = 𝑒 −0 , 𝑦 → 1
1 𝑛−1
0
Γ(𝑛) = ∫ {𝑙𝑜𝑔 } (−𝑑𝑦)
1 𝑦
1 𝑛−1
0
Γ(𝑛) = − ∫ {𝑙𝑜𝑔 } (𝑑𝑦)
1 𝑦
1 𝑛−1
1
Γ(𝑛) = ∫ {𝑙𝑜𝑔 } 𝑑𝑦
0 𝑦

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Q2. Show that

Γ (𝑛 ) ∞
= ∫0 𝑦 𝑛−1 𝑒 −𝑐𝑦 𝑑𝑦
𝑐𝑛
Solution: By definition, we have
∞
Γ(𝑛) = ∫0 𝑥 𝑛−1 𝑒 −𝑥 𝑑𝑥 ……………(i)
Putting 𝑥 = 𝑐𝑦, so that = 𝑐𝑑𝑦 , from equation (i), we get
∞
Γ(𝑛) = ∫ (𝑐𝑦)𝑛−1 𝑒 −𝑐𝑦 𝑐𝑑𝑦
0
∞
Γ(𝑛) = ∫ 𝑐 𝑛−1 𝑦 𝑛−1 𝑒 −𝑐𝑦 𝑐𝑑𝑦
0
∞
𝑛−1
Γ(𝑛) = 𝑐 𝑐 ∫ 𝑦 𝑛−1 𝑒 −𝑐𝑦 𝑑𝑦
0
∞
Γ(𝑛) = 𝑐 ∫ 𝑦 𝑛−1 𝑒 −𝑐𝑦 𝑑𝑦
𝑛
0
Γ (𝑛 ) ∞
= ∫0 𝑦 𝑛−1 𝑒 −𝑐𝑦 𝑑𝑦
𝑐𝑛
Γ(𝑚+𝑛) ∞
Example:1. = ∫0 𝑦 𝑚+𝑛−1 𝑒 −𝑐𝑦 𝑑𝑦
𝑐 𝑚+𝑛
Γ (𝑛 ) ∞
2. (1+𝑐)𝑛 = ∫0 𝑦 𝑛−1 𝑒 −(1+𝑐)𝑦 𝑑𝑦

Γ(𝑛 + 1) = 𝑛Γ(𝑛)
Γ(𝑛 + 1) = 𝑛!
Γ(6) = 5Γ(5) 𝑛 − 1Γ(𝑛 − 1)
Γ(5) = 4! , Γ(11) = 10!
Γ(5) = 4 × 3 × 2 × 1=24

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Relation between Beta and Gamma function

Γ(𝑚)Γ(𝑛)
Prove that 𝛽 (𝑚, 𝑛) =
Γ(𝑚+𝑛)

Solution: we know that

Γ(𝑛) ∞
= ∫0 𝑥 𝑛−1 𝑒 −𝑧𝑥 𝑑𝑥
𝑧𝑛
∞
Γ(𝑛) = 𝑧 ∫ 𝑥 𝑛−1 𝑒 −𝑧𝑥 𝑑𝑥
𝑛
0

Multiplying both sides by 𝑧 𝑚−1 𝑒 −𝑧 , we get

∞
𝑚−1 −𝑧
Γ(𝑛)𝑧 𝑒 = 𝑧 ∫ 𝑥 𝑛−1 𝑒 −𝑧𝑥 𝑧 𝑚−1 𝑒 −𝑧 𝑑𝑥
𝑛
0

Integrating both sides with respect to z , between the limits 0 to ∞ , we get

∞ ∞ ∞
Γ(𝑛) ∫0 𝑧 𝑚−1 𝑒 −𝑧 𝑑𝑧 = ∫0 𝑥 𝑛−1 𝑒 −𝑧𝑥 𝑑𝑥 ∫0 𝑧 𝑚−1 𝑒 −𝑧 𝑧 𝑛 𝑑𝑧
∞ ∞ Γ(𝑛) ∞
Γ(𝑛)Γ(𝑚) = ∫0 𝑥 𝑛−1 𝑑𝑥 ∫0 𝑧 𝑚+𝑛−1 𝑒 −(1+𝑥)𝑧 𝑑𝑧 [since = ∫0 𝑦 𝑛−1 𝑒 −𝑐𝑦 𝑑𝑦
𝑐𝑛
∞ Γ(𝑚+𝑛)
Γ(𝑛)Γ(𝑚) = ∫0 𝑑𝑥 . 𝑥 𝑛−1 .
(1+𝑥)𝑚+𝑛
∞ 𝑥 𝑛−1 ∞ (𝑦)𝑛−1
Γ(𝑛)Γ(𝑚) = Γ(𝑚 + 𝑛) ∫0 𝑑𝑥 [since 𝛽(𝑚, 𝑛) = ∫0 . 𝑑𝑦]
(1+𝑥)𝑚+𝑛 (1+𝑦)𝑚+𝑛

Γ(𝑛)Γ(𝑚) = Γ(𝑚 + 𝑛). 𝛽(𝑚, 𝑛)

Γ(𝑚)Γ(𝑛)
𝛽(𝑚, 𝑛) =
Γ( 𝑚 + 𝑛 )

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1
Q1. Prove that Γ ( ) = √𝜋
2

Solution: since
Γ(𝑚)Γ(𝑛)
𝛽(𝑚, 𝑛) =
Γ(𝑚 + 𝑛)
1
Putting 𝑚 = 𝑛 =
2
1 1
1 1 Γ( )Γ( )
𝛽( , ) =
2 2
2 2 1 1
Γ( + )
2 2
1 1
1 1 Γ ( ) Γ ( )
𝛽( , ) =
2 2
2 2 Γ(1)
2
1 1 1
𝛽( , ) = Γ( )
2 2 2
1
, 𝛽 (𝑚, 𝑛) = ∫ 𝑥 𝑚−1 (1 − 𝑥)𝑛−1 𝑑𝑥
0
2 1 1
1 −1
1
−1
Γ( ) = ∫ 𝑥 2 (1 − 𝑥)2 𝑑𝑥
2 0
2
1 −1
1 −1
Γ ( ) = ∫ 𝑥 2 (1 − 𝑥) 2 𝑑𝑥
2 0
1 2
1 1
Γ( ) = ∫ 𝑑𝑥
2 0
1 1
𝑥 ( 1 − 𝑥) 2
2

12
1 1
Γ( ) = ∫ 𝑑𝑥
2 0 √𝑥√(1 − 𝑥)

Now substituting 𝑥 = 𝑠𝑖𝑛2 𝜃, 𝑠𝑜 𝑡ℎ𝑎𝑡 𝑑𝑥 = 2𝑠𝑖𝑛𝜃𝑐𝑜𝑠𝜃𝑑𝜃 in equation , we get

𝜋
Upper limit forx = 1 ,𝑠𝑖𝑛2 𝜃 = 1, 𝑠𝑖𝑛𝜃 = 1, 𝜃 = 2
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Lower limit for 𝑥 = 0, 𝑠𝑖𝑛2 𝜃 = 0, 𝑠𝑖𝑛𝜃 = 0, 𝜃 = 0

2 𝜋
1 2 1
Γ( ) = ∫ 2𝑠𝑖𝑛𝜃𝑐𝑜𝑠𝜃𝑑𝜃
2 0 √𝑠𝑖𝑛2 𝜃 √(1 − 𝑠𝑖𝑛2 𝜃 )
2 𝜋
1 2 2𝑠𝑖𝑛𝜃𝑐𝑜𝑠𝜃
Γ( ) = ∫ 𝑑𝜃
2 0 𝑠𝑖𝑛𝜃 √𝑐𝑜𝑠2 𝜃
2 𝜋
1 2 2𝑠𝑖𝑛𝜃𝑐𝑜𝑠𝜃
Γ( ) = ∫ 𝑑𝜃
2 0 𝑠𝑖𝑛𝜃 𝑐𝑜𝑠 𝜃
2 𝜋
1 2
Γ ( ) = 2 ∫ 𝑑𝜃
2 0
2 𝜋
1
Γ ( ) = 2{𝜃}02
2
2
1 𝜋
Γ ( ) = 2[ − 0]
2 2
2
1
Γ( ) = 𝜋
2
1
Γ ( ) = √𝜋
2

Γ(𝑛)= (𝑛 − 1)Γ(𝑛 − 1)
9 9 9 7 7
Γ ( ) = ( − 1) . Γ ( − 1)) = ( ) . Γ ( )
2 2 2 2 2
7 7 7 7 5 5
= ( − 1). Γ ( − 1)) =( ) . Γ ( )
2 2 2 2 2 2
7 5 3 1 1
= . . . .Γ( )
2 2 2 2 2

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1 1
Q1. Prove that ∫0 𝑥 2 (1 − 𝑥 )3 𝑑𝑥 =
60
1
Solution: ∫0 𝑥 2 (1 − 𝑥 )3 𝑑𝑥
1 1
∫0 𝑥 3−1 (1 − 𝑥 )4−1 𝑑𝑥 [𝛽(𝑚, 𝑛) = ∫0 𝑥 𝑚−1 (1 − 𝑥)𝑛−1 𝑑𝑥 ]
Γ(3)Γ(4)
𝛽 (3,4) =
Γ(3+4)

2!.3! 2×1×3×2×1 1
= = =
6! 6×5×4×3×2×1 60
∞ 5⁄ −4𝑥
Q2. Evaluate ∫0 𝑥 2𝑒 𝑑𝑥
∞ 5⁄ −4𝑥
Solution: 𝐼 = ∫0 𝑥 2𝑒 𝑑𝑥
∞
Γ(𝑛) = ∫ 𝑥 𝑛−1 𝑒 −𝑥 𝑑𝑥
0
𝑡 𝑑𝑡
Put 4𝑥 = 𝑡, 𝑥 = , 𝑑𝑥 = ,
4 4
5
∞ 𝑡 ⁄2 −𝑡 𝑑𝑡
𝐼= ∫0 (4) 𝑒 4
5⁄
1 1 2 ∞ 5⁄ −𝑡
𝐼= ( )
4 4
∫0 (𝑡) 2 𝑒 𝑑𝑡

5⁄ 5
1 1 2 ∞ +1−1 −𝑡
𝐼= ( )
4 4
∫0 (𝑡)2 𝑒 𝑑𝑡
7
1 ∞
𝐼= ∫0
(𝑡)2−1 𝑒 −𝑡 𝑑𝑡
128
7
Γ( )
2
𝐼=
128
1 7 5 3 3
𝐼= ( − 1) (2 − 1) (2 − 1) Γ (2 − 1)
128 2
1 5 3 1 1
𝐼= ( ) (2) (2) Γ (2)
128 2

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15√π
𝐼=
1024

𝛽(𝑚+1,𝑛) 𝛽(𝑚,𝑛+1) 𝛽(𝑚,𝑛)

Q3.show that = =
𝑚 𝑛 𝑚+𝑛
𝛽(𝑚+1,𝑛) 𝛽(𝑚,𝑛+1) 𝛽(𝑚,𝑛)
Solution: = =
𝑚 𝑛 𝑚+𝑛

Taking first
𝛽(𝑚+1,𝑛) 1 Γ(𝑚+1)Γ(𝑛)
= [ ]
𝑚 𝑚 Γ(𝑚+1+𝑛)
Γ(𝑚)Γ(𝑛)
𝛽(𝑚, 𝑛) =
Γ(𝑚 + 𝑛)
𝛽(𝑚+1,𝑛) 1 mΓ(𝑚)Γ(𝑛)
= [ ] [𝑠𝑖𝑛𝑐𝑒Γ(𝑛 + 1)=𝑛 Γ(𝑛)
𝑚 𝑚 (m+n)Γ(𝑚+𝑛)
𝛽(𝑚+1,𝑛) 𝛽(𝑚,𝑛)
=
𝑚 𝑚+𝑛

Taking second
𝛽(𝑚,𝑛+1) 1 Γ(𝑚)Γ(𝑛+1)
= [ ]
𝑛 𝑛 Γ(𝑚+𝑛+1)
𝛽(𝑚,𝑛+1) 1 Γ(𝑚)nΓ(𝑛)
= [ ]
𝑚 𝑛 (m+n)Γ(𝑚+𝑛)
𝛽(𝑚,𝑛+1) 𝛽(𝑚,𝑛)
=
𝑚 𝑚+𝑛

[Compiled by Prof. Jalaj Tenguria, 9893479717 ([email protected])] Page 11

 NRI INSTITUTE OF INFORMATION SCIENCE & TECHNOLOGY, BHOPAL

𝑝𝑟𝑜𝑏𝑙𝑎𝑚
Q1. Show that 𝛽(𝑚, 𝑛 + 1) + 𝛽 (𝑚 + 1, 𝑛) = 𝛽 (𝑚, 𝑛)
∞
Q2.Evaluate ∫0 √𝑥. 𝑒 −3√𝑥 𝑑𝑥 = 4/27

[Compiled by Prof. Jalaj Tenguria, 9893479717 ([email protected])] Page 12