Beta and Gamma Function Ut-2
Beta and Gamma Function Ut-2
Beta and Gamma Function Ut-2
∞
If n is positive, then the definite integral ∫ e − x x n −1 dx which is a function of n, is called
0
the gamma function ( or Eulerian function of second kind) and is denoted by Γn . Thus
∞
∫e
−x
Γn = x n − 1 dx , n>o.
0
∞
In particular Γ 1 = ∫ e dx = − e
−x −x
[ ]∞
0 =1
0
Note:
1) If n is a positive integer, then by repeated application of above formula, we
get
Γ (n + 1 ) = n Γ n
= n (n − 1 )Γ (n − 1 )
= n(n − 1)(n − 2)Γ(n − 2)
………………………….
= n(n − 1)(n − 2)(n − 3).............3.2.1Γ1
= n ! because Γ 1 = 1
Hence Γ(n + 1) = n! when n is a positive integer.
2) If n is a positive fraction, then by repeated application of above formula, we get
Γn = (n − 1)(n − 2)(n − 3)............3.2.1 = (n − 1)!
The gamma function is often called a generalized factorial function.
The series of factors being continued so long as the factors remain positive,
multiplied by gamma of last factor.
Thus
11 7 7 7 7 3 3
Γ = Γ + 1 = Γ = Γ
4 4 4 4 4 4 4
3
The value of Γ can be obtained from the table of gamma functions.
4
3) Γ (n + 1 ) = n Γ n
Γ (n + 1 )
Therefore Γ n = n≠0
n
Γn =
(n + 1 )Γ (n + 1 ) = Γ (n + 2 )
n (n + 1 ) n (n + 1 )
Γn =
(n + 1 )Γ (n + 1 )(n + 3 ) = Γ (n + 2 )
n (n + 1 )(n + 2 ) n (n + 1 )(n + 2 )
………………………………………
Γ (n + k + 1 )
Γn = n ≠ 0 ,1 , 2 , 3 ...
n (n + 1 )(n + 2 )........ (n + k )
Thus result defines Γ n for n<0, k being the least positive integer such that
n+k+1>0.
∫e
−x
Γn = x n −1 dx (1)
0
1
put x n
= y ⇒ x = y n
in (1 )
dy
∴ nx n −1 dx = dy and x n −1 dx =
n
when x = 0, y = 0
x = ∞, y = ∞
Therefore (1) becomes
∞ 1
dy
∫e
− y n
Γn =
0
n
∞ 1
( y )n
i.e., nΓn = ∫
0
e− dy
Change y to x, we get
∞ 1
− ( x )n
nΓn = ∫e
0
dx
put e−x = y (1 )
ii)
∴ − e − x dx = dy
when − x = log y
when x = 0, y =1
1
x = ∞, y=0 i.e., x = − log y = log
y
∞ 0 1
∫e dx = − ∫ x ∫x
−x n −1 n −1 −x n −1
∴ x e dy = dy
0 1 0
n −1 n −1
1
1
1
1
Γ n = ∫ − log dy = ∫ − log dx
0 y 0 x
n −1
0
1
Γn = − ∫ log dy
1 y
Change y to x, we get
n −1
1
1
Γn = ∫
0
log x
dx
∫ e (t )
n −1
∫ e x dx =
− x n −1 −t 2 2
Γn = 2 tdt
0 0
∞ ∞
Γ n = 2 ∫ e − t t 2 n − 2 + 1 dt = 2 ∫ e − t t 2 n − 1 dt
2 2
0 0
Beta function
1
∫x (1 − x )n −1 dx
m −1
If m,n are positive, then the definite integral , which is a
0
function of m,n is called the beta function ( or Eulerian integral of first kind) and is
defined by β (m , n ) , thus
1
β (m , n )= ∫ x m −1
(1 − x )n − 1 dx
0
Symmetry of Beta function
i.e., β (m , n ) = β (n , m )
By the definition of beta function, we have
1
β (m , n )= ∫ x m −1
(1 − x )n − 1 dx (1)
0
put 1 − x = y ⇒ x = 1 − y
∴ − dx = dy
when x = 0, y = 1
x = 1, y = 0
Substituting in (1), we get
0
β (m , n )= ∫ y n −1
(1 − y )m − 1 (− dy )
1
1
β (m , n )= ∫ y n − 1
(1 − y )m − 1
(dy )
0
β (m , n ) = β (n , m )
q + 1
2
1 p + 1
∫ (sin )(cos )d
p q
θ θ θ = β ,
0
2 2 2
ii)
1 1− x − dy
put x = ∴ y = dx = in (1)
1+ y x (1 + y )2
when x = 0, y = ∞
x = 1, y = 0
m − 1 n − 1
0
1 1 dy
β (m , n )= ∫
∞
1 + y
1 −
1 + y
−
(1 + y )
2
m − 1 n − 1
∞
1 1 + y − 1 dy
β (m , n )= ∫
0 1 + y 1 + y (1 + y )2
∞
y n − 1
β (m , n )= ∫
(1 + y )m − 1 + n − 1 + 2
dy
0
∞ n − 1
y
β (m , n )= ∫ dy
0 (1 + y )m + n
Changing y to x, we have
∞ n − 1
x
β (m , n )= ∫ dx
0 (1 + x )m + n
0 0
β (m , n ) = β (n , m )
By definition of gamma function
∞
2 ∫ e − r r 2 ( m + n )− 1 dr = Γ (m + n )
2
0
From these equation (3) becomes
Γ m Γ n = β (m , n ) Γ (m + n )
Γ m Γ n
∴ β (m , n ) =
Γ (m + n )
Problems:
∫ 4x
4
1. Express 4
e − x dx in terms of gamma function.
0
Let t = x4
1
Solution:
x=t 4
∴ 4 x3dx = dt
Limits are same
∞ ∞
dt
∫ 4x dx = 4 ∫ te − t
4 − x4
e 3
0 0 14
4 t
∞ 3 ∞ 3
− 1−
∫ te ∫e
−t −t
t 4
dt = t 4
dt
0 0
∞ 1 ∞ 5
−1 5
∫e ∫e
−t −t
t dt =
4
t 4
dt = Γ
0 0 4
1
2. Starting from the definition of Γ n . Prove that Γ n = , hence evaluate Γ − 3 .
2 2
Solution: From the definition of gamma function, we have
∞
Γ n = 2 ∫ e − x x 2 n − 1 dx
2
1
Let n = , therefore
2
∞ 1 ∞
1 2 −1
= 2∫ e ∫
2 2
− x − x
Γ x 2
dx = 2 e dx (1)
2 0 0
∞
1
Γ = 2 ∫ e − y dy
2
And (2)
2 0
From equations (1) and (2), we have
∞ ∞
1 1
Γ × Γ = 2 ∫ e − x dx × 2 ∫ e − y dy
2 2
2 2 0 0
2 ∞
1 − (x 2 + y 2 )
Γ = 4 ∫ e dx dy
2 0
Let x = r cos θ , y = r sin θ ∴ dxdy = rdrd θ
lim its r → 0 to ∞
π
θ → 0 to
2
π
2 ∞
1 2
∫∫
2
Γ = 4 e − r
r drd θ
2 0 0
∞
2 ∞
1
∫ ∫
2
Γ = 4 e − r
r dr × d θ
2 0 0
2
1 π ∞
dy
Γ ∫ e−y 2
= 4× × Q r = y
2 2 0
2
2 ∞
1
Γ ∫e
− y
= π × dy
2 0
2 ∞
1 e − y
Γ = π = π (0 + 1)= π
2 − 1 0
Therefore Γ 1 = π .
2
1
Note: i) we can also prove Γ = π by
2
π
p + 1 q + 1
2
1
∫
p q
sin θ cos θ d θ = β ,
0
2 2 2
Put p=0, q=0
π 1 1
Γ Γ
1 1
2
1 1 2 2
∫ d θ =
2
β
2
, =
2 2 1 1
0 Γ +
2 2
2
π 1 1
= Γ
2 2 2
2
1 1
π = Γ ∴ Γ = π
2 2
3 Γn + 1 = nΓ n
To find Γ − , we have
2
Γ (n + 1)
Therefore Γ (n ) =
n
3 1
Γ − + 1 Γ −
3 3 2 = 2 2 1
put n = − ⇒ Γ − = = − Γ −
2 2 3 3 3 2
− −
2 2
1 1
Γ − + 1 Γ
1 1 2 = 2 = − 2 Γ π
put n = − ⇒ Γ − =
2 2 1 1
− −
2 2
3 2 4
Γ − = − × (− 2 ) π = π
2 3 3
ii) If n is positive less than one, then prove that
π
Γ n Γ (1 − n ) = , given that
sin (n π )
∞
x n −1 π
∫0 (1 + x ) dx = sin (n π ) , hence evaluate Γ 12
Solution: From the property of beta function, we have
∞
x n −1
β (m ,n )= ∫ dx (1)
0 (1 + x)
m + n
Γ m Γ n
β (m , n )= (2)
Γ (m + n )
From equations (1) and (2), we have
∞
x n −1 Γm Γn
∫
0 (1 + x ) m +n
dx =
Γ (m + n )
put m + n =1⇒ m =1− n
Γ (1 − n ) Γ n
∞
x n −1
∫
0
(1 + x )
dx =
Γ (1 − n + n )
Γ (1 − n ) Γ n
∞
x n −1 π
Γ1
= ∫
0
(1 + x )
dx =
sin (n π )
1
put n =
2
1 1 π π π
Γ Γ1 − = = =π Q sin =1
2 2 sin (n π ) π 2
sin
2
2
1
Γ = π
2
1
Therefore Γ = π
2
∞
∫
3
3. Evaluate x e − x dx
0
Let t = x3
Solution: 1
x =t 3
∴ 3 x 2 dx = dt
Limits are same
1
∞ ∞
1
2
dt
∫ ∫ t
3
− x −t
xe dx =
3
e 2
0 0 3t 3
∞ 1 3 ∞ 1
1 − 1 −
∫e ∫e
−t −t
= t 6 4
dt = t 2
dt
3 0
3 0
∞ 1
−1 1 1 π
∫e t
−t
= 2
dt = Γ = .
0
3 2 3
∞ ∞
x2 x2 π
4. Prove that ∫ 0 1− x4
dx × ∫
0 1+ x4
dx =
4 2
∞ ∞
x2 x2
Solution: Let I1 = ∫ dx and I2 = ∫ dx
0 1− x4 0 1 + x4
2
Let x = sin θ in I 1 we get
2 xdx = cos θ d θ ∴ 3 x 2 dx = dt
cos θ
∴ dx = dθ
2 sin θ
Limits x = 0, θ =0
π
x =1 θ=
2
π
∞ 2 2
x sin θ cos θ
Therefore I1 = ∫ dx = ∫ dθ
0 1 − x4 0 1 − sin 2 θ 2 sin θ
π π
2 1
sin θ cos θ 12
I1 = ∫ dθ = ∫ sin 2θ dθ
0 cos θ sin θ
20
3 1 3 1
Γ Γ Γ Γ
1 1 3 1 1 4 2 = 4 2
I1 = β , =
2 2 4 2 4 5 1
Γ Γ
4 4
π π
4 2 4
1 sec θ 1 dθ
I2 =
2 ∫ sec θ
0 tan θ
dθ =
2 ∫
0 sin θ
cos θ
cos θ
π π
4 4
1 dθ 1 dθ
I2 =
2 ∫
0 sin θ cos θ
=
2 ∫
0 1
sin 2 θ
2
π
4
2 dθ
I2 =
2 ∫
0 sin 2 θ
let 2θ = φ Limits θ = 0, φ =0
π π
θ = φ =
4 2
π π
2 dφ 2 1
1 2 1 −
I2 =
2 ∫
0 sin φ
=
2 2 ∫ 0
sin 2
φdφ
1 1
Γ Γ
1 1 1 1 1 1 4 2
I2 = β , =
2 2 2 4 2 4 2 3
Γ
4
∞ ∞
x2 x2
Therefore ∫
0 1− x4
dx × ∫
0 1+ x4
dx = I 1 × I 2
3 1 1 1
Γ Γ Γ Γ
= 4 2
×
1 4 2
1 4 2 3
Γ Γ
4 4
2
1
Γ
2 π
= =
4 2 4 2
∞ − x2 ∞
e π
∫ ∫
4
5. Prove that dx × x 2 e − x dx = .
0 x 0 4 2
1
1 π
6.Prove that ∫
0
log e dx
x
=
2
Solution:
1
let log e = t Limits x = 0, t = ∞
x
1
∴ = e t ⇒ x = e −t x =1 t = 0
x
dx = − e − t dt
Therefore
1 0 ∞ 1
1
∫ log e dx = ∫ t (− e −t
dt )= ∫ e −t 2
t dt
0 x ∞ 0
1 ∞ 3
1 −1 3 1 1
∫
0
log e dx =
x
∫
0
e −tt 4
dt = Γ =
4
Γ
2 2
1
1 1
∫
0
log e dx =
x 2
Γπ .
1
7. Evaluate ∫ (log
0
x )4 dx .
1
let log x = − t ⇒ t = log
e Limits x = 0, t = ∞
x
Solution: ∴ x = e −t x =1 t = 0
dx = − e − t dt
1 0
∫ (log x ) dx ∫ (− t ) (− e )
4 4 −t
Therefore = dt
0 ∞
∞ ∞
∫e ∫e
−t 4 − t 5 −1
= t dt = t dt
0 0
∞
∫e
−t
= t 4 dt = Γ 5 = 4 ! = 24 .
0
1
∫ (x log x ) dx
5
8. Evaluate
0
1
let log x = − t ⇒ t = log
e Limits x = 0, t = ∞
x
Solution: ∴ x = e −t x =1 t = 0
−t
dx = − e dt
1 0
∫ (− t ) (− e ) (− e )
5
∫ (x log x ) dx
5 5 −t −t
Therefore = dt
0 ∞
dx
Let 6t = x ∴ dt =
6
Limits are same
∞ ∞
∫ e − 5 t t 5 e − t dt = ∫e
−6t
= − t 5 dt
0 0
∞ ∞ 5
x dx
= −∫ e −6t 5
t dt = − ∫ e −x
0 0 6 6
∞
1 1 5!
∫ e x dx = −
− x 6 −1
= − Γ 6 = − .
66 0
66 66
1
1
9. Evaluate ∫
0
3 log dx
x
1
10. Evaluate ∫(
0
x log x dx )
11. Evaluate β 9 , 7
2 2
Γm Γn
Solution: We have the relation β (m , n ) =
Γ (m + n )
9 7
Here m = , n = , therefore
4 2
9 7 9 7
Γ Γ Γ Γ
9 7
β , = =
4 2 4 2
2 2 9 7 Γ8
Γ +
4 2
But Γ8 = 7! and
9 7 7 7 5 3 7 5 3 1 1 7 5 3 1
Γ = Γ = × Γ = × × × Γ = × × × π
4 2 2 2 2 2 2 2 2 2 2 2 2 2 2
7 5 3 1
Γ = × × π
2 2 2 2
7 5 3 1 5 3 1
× × × π × × × π
9 7
Therefore β , = 2 2 2 2 2 2 2
2 2 7!
5π
=
2048
π
2
12) Evaluate ∫ sin θ dθ .
5 7
θ cos
0
1 2 !× 3! 1
= = .
2 6! 120
π
2
13)Evaluate ∫
0
tan θ d θ .
3 1
Γ Γ
1 3 1 1 4 4
= β , =
2 4 4 2 3 1
Γ +
4 4
1 3 1 1 1 1
= Γ Γ = Γ Γ 1 −
2 4 4 2 4 4
1 π π 1 π
= = × =
2 sin n π 2 1 2
2
π π
2 2
dθ
14) Prove that ∫
0 sin θ
× ∫
0
sin θ d θ = π
Solution: we have
π π π π
2 2 2 1 2 1
dθ −
∫ ∫ ∫ sin ∫ sin
0 0
× sin θ d θ = 2
θ cos θ dθ × 2
θ cos θ dθ
0 sin θ 0 0 0
1 1 1 1 3 1
= β , × β ,
2 4 2 2 4 2
1 1 3 1
Γ Γ Γ Γ
=
1 4 2 × 4 2
4 1 1 3 1
Γ + Γ +
4 2 4 2
1 3
Γ Γ
π 4 × 4
=
4 3 5
Γ Γ
4 4
1 3
Γ Γ
1 4 4
= ×
4 3 1 1
Γ Γ
4 4 4
π π
2 2
dθ
∫
0 sin θ
× ∫ 0
sin θ d θ = π
1
dx
15) Evaluate ∫ 0 1− x4
Solution:
1 1 1
= β ,
2 4 2
1 1
Γ Γ
1 4 2
=
2 1 1
Γ +
4 2
1 1
Γ Γ
π 4 = π 4
=
2 1 2 π
Γ 1 −
4 1 π
Γ sin
4 4
2 2
1 1
Γ Γ
π 4
= .
4
=
2 π × 1 2π
2
1
∫ ( ) ( ) = 2 p + q −1 β ( p , q )
p −1 q −1
16) Show that 1 + x 1 − x dx
−1
π
Let 1 + x = 2 sin 2 θ lim its x = 1, θ =
2
2
Solution: x = 2 sin θ − 1
dx = 4 sin θ cosθdθ x = −1, θ = 0
Therefore
π
1 2
∫ (2 sin ) (1 − 2 sin θ + 1)
p −1 q −1
∫ (1 + x ) (1 − x ) dx
p −1 q −1 2 2
= θ 4 sin θ cos θ d θ
−1 0
π
2
∫ (sin )2 p − 1 (cos θ )2 q − 1 d θ
p+q
= 2 θ
0
p+q 1 2 p − 1 + 1 2q − 1 + 1
= 2 β ,
2 2 2
1
∫ (1 + x ) (1 − x ) β (p , q )
p −1 q −1 p + q −1
dx = 2
−1
Let 1 + x = 2t lim its x = 1, t =1
OR
dx = 2 dt x = −1, t = 0
1 1
∫ (1 + x ) (1 − x ) ∫ (2 t ) (1 − (2 t − 1 ))
p −1 q −1 p −1 q −1
Therefore dx = 2 dt
−1 0
1
∫ (1 )q − 1 dt
p −1+ q −1+1 p −1
= 2 t − t
0
1
∫t (1 )q − 1 dt
p + q −1 p −1
= 2 − t
0
1
∫t (1 )q − 1 dt
p + q −1 p −1
= 2 − t
0
∞
Γn
∫e
− ax n −1
17)Prove that x dx = where a ,n are positive. Deduce that
0
an
∞
Γn
∫e
− ax n −1
i) x cos bxdx = cos nθ
0
rn
∞
Γn
∫e
− ax
ii) x n − 1 sin bxdx = sin n θ
0
rn
b
where r2 = a2 + b2 and θ = tan −1
a
dz
put ax = z ∴ dx =
a
∞ ∞ n −1
z dz
∫e ∫e
− ax n −1 − z
x dx =
0 0 a a
∞
1 Γn
∫e
−z
= z n −1 dz =
an 0
an
Replacing a by (a+ib), we have
∞
Γn
∫e
− ( a + ib ) x
x n − 1 dx = (1)
0 (a + ib )n
But e − ( a + ib ) x = e − ax e − ibx = e − ax (cos bx − i sin bx )
Also, putting a = r cos θ and b = r sin θ
b
So that r2 = a2 + b2 and θ = tan −1
a
(a + ib )n = (r cos θ + ir sin θ ) = r n (cos θ + i sin θ )
n n
= r n (cos n θ + i sin n θ )
From (1), we have
∞
Γn
∫ (cos )x n − 1 dx
− ax
e bx − i sin bx =
0
r n
(cos n θ + i sin nθ )
∞
Γn
∫ (cos )x n − 1 dx (cos )− 1
− ax
e bx − i sin bx = n θ + i sin n θ
0 rn
∞
Γn
∫ (cos )x n − 1 dx
(cos n θ − i sin n θ )
− ax
e bx − i sin bx =
0
rn
Equating the coefficient of real and imaginary parts, we get
∞ ∞
Γn Γn
∫0 e x cos bxdx = r n cos n θ and ∫0 e x sin bxdx = r n sin n θ
− ax n −1 − ax n −1
18) Prove the duplication formula if ‘n’ is positive integer. Deduce that Γ n +
1 π (2 n )! .
= 2n
2 2 n!
OR Prove that 1 π Γ (2 n )
Γ n Γ n + = 2 n −1
2 2
This is known as Legendre Duplication formula.
Γ m Γ n
Proof: we have β (m ,n )= (1)
Γ (m + n )
π
2
Put m=n
π
2
Γn Γn
= 2 ∫ sin 2 n −1
θ cos 2 n −1
θ dθ
Γ (n + n ) 0
π
(Γ n ) 2 2
= 2 ∫ (sin θ cos θ )2 n − 1 d θ
Γ (2 n ) 0
π
2 n −1
(Γ n )2 2
sin 2 θ
Γ (2 n )
= 2 ∫0
2
dθ
(Γ n ) 2
2 2
∫ sin
2 n −1
= 2θ d θ
Γ (2 n ) 2 2 n −1
0
Changing t → θ , we have
π
(Γ n ) 2
2 2
∫ sin
2 n −1
= t dt
Γ (2 n ) 2 2 n −1
0
π
Bacause sine is symmetric about
2
(Γ n )2 =
2 1 2n − 1 + 1 1
β ,
Γ (2 n ) 2 2 n −1
2 2 2
(Γ n ) 2
1
β n,
1
=
Γ (2 n ) 2 2 n −1
2
1
Γn Γ
(Γ n ) 2
=
1 2
Γ (2 n ) 2 2 n −1
1
Γ n +
2
1 π Γ (2 n )
Therefore Γn Γn + = 2 n −1
2 2
1
Replacing n → n + we get
2
1
π Γ 2 n +
1 1 1 2
Γn + Γ n + + = 1
2 2 2 2 n+
−1
2
2
1 π Γ (2 n + 1 )
Γn + Γ (n + 1 ) =
2 2 2n
1 π Γ (2 n + 1 )
Γn + = .
2 2 2 n n!