Chapter 11

The Gamma, Beta, Pi, and

Psi Functions, and the
Incomplete Gamma
Functions

11.1 THE EULER INTEGRAL. LIMIT AND INFINITE PRODUCT

REPRESENTATIONS FOR THE GAMMA FUNCTION
(x).
THE INCOMPLETE GAMMA FUNCTIONS
(α, x) AND γ (α, x)
11.1.1 Definitions and Notation
11.1.1.1
The gamma function, denoted by
(x), provides a generalization of factorial n to the case
in which n is not an integer. It is defined by the Euler integral:

∞
1
x−1 −t
1.
(x) = t e dt = [ln(1/t)]x−1 dt.
0 0
and for the integral values of x has the property that

2.
(n + 1) = 1 · 2 · 3 · · · (n − 1)n = n!

and, in particular,

3.
(1) =
(2) = 1.

A related notation defines the pi function (x) as

∞
4. (x) =
(x + 1) = tx e−t dt.
0

231
232 Chapter 11 The Gamma, Beta, Pi, and Psi Functions, and the Incomplete Gamma Functions

It follows from this that when n is an integer

5. (n) = n! and (n) = n(n − 1).

Alternative definitions of the gamma function are the Euler definition in terms of a limit

n!nx
6.
(x) = lim [n
= 0, −1, −2, . . .]
n→∞ x(x + 1) · · · (x + n)

and the Weierstrass infinite product representation

∞ 
1  x  −x/n 
7. = xeγx 1+ e ,

(x) n=1
n

where γ is Euler’s constant (also known as the Euler−Mascheroni constant) defined as

 
1 1 1
γ = lim 1 + + + · · · + − ln n = 0.57721566 . . . .
n→∞ 2 3 n

The symbol C is also used to denote this constant instead of γ.

11.1.2 Special Properties of
(x)

11.1.2.1
The two most important recurrence formulas involving the gamma function are

1.
(x + 1) = x
(x)

2.
(x + n) = (x + n − 1)(x + n − 2) · · · (x + 1)
(x + 1).

The reflection formula for the gamma function is

3.
(x)
(1 − x) = −x
(−x)
(x) = π cosec πx

π
4.
(x)
(−x) = −
x sin πx
   
1 1 π
5.
+x
−x = .
2 2 cos πx

6. A result involving
(2n) is

 
−1/2 2n−1 1

(2n) = π 2
(n)
n + .
2
When working with series it is sometimes useful to express the binomial coefficient (nm ) in
terms of the gamma function by using the result
11.1 The Euler Integral. Limit and Infinite Product Representations for
(x) 233

 
n n!
(n + 1)
7. = = .
m m!(n − m)!
(m + 1)
(n − m + 1)

11.1.3 Asymptotic Representations of
(x) and n!

11.1.3.1
The Stirling formulas that yield asymptotic approximations to
(x) and n! for large values
of x and n, respectively, are
 
−x x−(1/2) 1/2 1 1 139
1.
(x) ∼ e x (2π) 1+ + − − ··· [x  0]
12x 288x2 51840x3
2. n! ∼ (2π)1/2 nn+(1/2) e−n [n  0].

Two other useful asymptotic results are

3.
(ax + b) ∼ (2π)1/2 e−ax (ax)ax+b−(1/2) [x  0, a > 0]

  ∞
1 1 B2n
4. ln
(x) ∼ x − ln x − x + ln(2π) + [x  0].
2 2 n=1
2n(2n − 1)x2n−1

11.1.4 Special Values of
(x)

11.1.4.1
1.
(1/4) = 3.62560990 . . .
2.
(1/2) = π 1/2 = 1.77245385 . . .
3.
(3/4) = 1.22541670 . . .
4.
(3/2) = 12 π1/2 = 0.88622692 . . .
 
1 1 · 5 · 9 · 13 · · · (4n − 3)
5.
n+ =
(1/4)
4 4n
 
1 1 · 3 · 5 · 7 · · · (2n − 1)
6.
n + =
(1/2)
2 2n
 
3 3 · 7 · 11 · 15 · · · (4n − 1)
7.
n + =
(3/4)
4 4n
   
1 1
8.

− = −2π
2 2

11.1.5 The Gamma Function in the Complex Plane

11.1.5.1
For complex z = x + iy, the gamma function is defined as

∞
1.
(z) = tz−1 e−t dt [Re{z} > 0].
0
234 Chapter 11 The Gamma, Beta, Pi, and Psi Functions, and the Incomplete Gamma Functions

The following properties hold for
(z):

2.
(z) =
(z)

3. ln
(z) = ln
(z)
y
4. arg
(z + 1) = arg
(z) + arctan
x
5. |
(z)| ≤ |
(x)|

11.1.6 The Psi (Digamma) Function

11.1.6.1
The psi function, written ψ(z) and also called the digamma function, is defined as
d
1. ψ(z) = [ln
(z)] =
 (z)/
(z).
dz
The psi function has the following properties:
1
2. ψ(z + 1) = ψ(z) + (recurrence formula)
z
3. ψ(1 − z) = ψ(z) + π cot πz (reflection formula)

4. ψ(z) = ψ(z)

5. ψ(1) = −γ

n−1
6. ψ(n) = −γ + 1/k [n ≥ 2]
  k=1
1
7. ψ = −γ − 2 ln 2 = −1.96351002 . . .
2
   
1 1 1 1
8. ψ n + = −γ − 2 ln 2 + 2 1 + + + · · · + [n ≥ 1]
2 3 5 2n − 1
1 1 1 1
9. ψ (z + n) = + + ··· + + + ψ(z + 1)
(n − 1) + z (n − 2) + z 2+z 1+z
∞  
1 1
10. ψ(x) = − −γ
n=1
n x−1+n
∞

1 B2n
11. ψ(z) ∼ ln z − − [z → ∞ in |arg z| < π]
2z n=1 2n z 2n

Care must be exercised when using the psi function in conjunction with other reference
sources because on occasions, instead of the definition used in 11.1.6.1.1, ψ(z) is defined as
d [ln
(z + 1)]/dz.
11.1 The Euler Integral. Limit and Infinite Product Representations for
(x) 235

11.1.7 The Beta Function

11.1.7.1
The beta function, denoted by B(x, y), is defined as

1
∞
tx−1
1. B(x, y) = tx−1 (1 − t)y−1 dt = dt [x > 0, y > 0].
0 0 (1 + t)x+y
B(x, y) has the following properties:

(x)
(y)
2. B(x, y) = [x > 0, y > 0]

(x + y)
3. B(x, y) = B(y, x) (symmetry)

(m − 1)!(n − 1)!
4. B(m, n) = (m, n nonnegative integers)
(m + n − 1)!
5. B(x, y) B(x + y, w) = B(y, w) B(y + w, x)
   
1 n+m−1 n+m−1
6. =m =n [m, n = 1, 2, . . .]
B(m, n) n−1 m−1

11.1.8 Graph of
(x) and Tabular Values of
(x) and ln
(x)

11.1.8.1
Figure 11.1 shows the behavior of
(x) for −4 < x < 4. The gamma function becomes infinite
at x = 0, −1, −2, . . . .
Table 11.1 lists numerical values of
(x) and ln
(x) for 0 ≤ x ≤ 2. If required, the table
may be extended by using these results:

1.
(x + 1) = x
(x),
2. ln
(x + 1) = ln x + ln
(x).

Figure 11.1. Graph of
(x) for −4 < x < 4.

236 Chapter 11 The Gamma, Beta, Pi, and Psi Functions, and the Incomplete Gamma Functions

11.1.9 The Incomplete Gamma Function

The incomplete gamma function takes the two forms

x
1. γ(α, x) = tα−1 e−t dt [Re α > 0]
0

∞
2.
(α, x) = tα−1 e−t dt [Re α > 0],
x

where these two forms of the function are related to the gamma function
(α) by the result

3.
(α) = γ(α, x) +
(α, x).

Special cases

 
n
xm
−x
4. γ(1 + n, x) = n! 1 − e [n = 0, 1, . . .]
m=0
m!

n
xm
5.
(n + 1, x) = n!e−x [n = 0, 1, . . .]
m=0
m!


(−1)n
n−1
m!
6.
(−n, x) = Ei(−x) − e−x (−1)m m+1 [n = 1, 2, . . .]
n! m=0
x

Series representations
∞
(−1)n xα+n
7. γ(α, x) = [α
= 0, −1, −2, . . .]
n=0
n!(α + n)
∞
(−1)n xα+n
8.
(α, x) =
(α) − [α
= 0, −1, −2, . . .]
n=0
n!(α + n)

Functional relations

(α + n, x)
(α, x) xα+s

n−1
9. = + e−x

(α + n)
(α) s=0

(α + s + 1)

10.
(α)
(α + n, x) −
(α + n)
(α, x) =
(α + n)γ(α, x) −
(α)
(α + n, x)

Definite integrals

∞
e±α
11. exp(−βxn ± α)dx =
(1/n) [β > 0, n > 0]
0 nβ1/n

u
e±α
12. exp(−βxn ± α)dx = γ(1/n, βun ) [β > 0, n > 0]
0 nβ1/n
11.1 The Euler Integral. Limit and Infinite Product Representations for
(x) 237

∞
e±α
13. exp(−βxn ± α)dx =
(1/n, βun ) [β > 0, n > 0]
u nβ1/n

∞
exp(−βxn )
(z)
14. m
dx = , with z = (1 − m)/n > 0 [β > 0, n > 0]
0 x nβz

u
exp(−βxn ) γ(z, βun )
15. dx = , with z = (1 − m)/n > 0 [β > 0, n > 0]
0 xm nβz

∞
exp(−βxn )
(z, βun )
16. dx = , with z = (1 − m)/n > 0 [β > 0, n > 0]
u xm nβz

Table 11.1. Tables of
(x) and ln
(x)

x
(x) ln
(x) x
(x) ln
(x)

0 ∞ ∞ 0.46 1.925227 0.655044

0.01 99.432585 4.599480 0.47 1.884326 0.633570
0.02 49.442210 3.900805 0.48 1.845306 0.612645
0.03 32.784998 3.489971 0.49 1.808051 0.592250
0.04 24.460955 3.197078 0.50 1.772454 0.572365
0.05 19.470085 2.968879 0.51 1.738415 0.552974
0.06 16.145727 2.781655 0.52 1.705844 0.534060
0.07 13.773601 2.622754 0.53 1.674656 0.515608
0.08 11.996566 2.484620 0.54 1.644773 0.497603
0.09 10.616217 2.362383 0.55 1.616124 0.480031
0.10 9.513508 2.252713 0.56 1.588641 0.462879
0.11 8.612686 2.153236 0.57 1.562263 0.446135
0.12 7.863252 2.062200 0.58 1.536930 0.429787
0.13 7.230242 1.978272 0.59 1.512590 0.413824
0.14 6.688686 1.900417 0.60 1.489192 0.398234
0.15 6.220273 1.827814 0.61 1.466690 0.383008
0.16 5.811269 1.759799 0.62 1.445038 0.368136
0.17 5.451174 1.695831 0.63 1.424197 0.353608
0.18 5.131821 1.635461 0.64 1.404128 0.339417
0.19 4.846763 1.578311 0.65 1.384795 0.325552

(Continues)
238 Chapter 11 The Gamma, Beta, Pi, and Psi Functions, and the Incomplete Gamma Functions

Table 11.1. (Continued)

x
(x) ln
(x) x
(x) ln
(x)

0.20 4.590844 1.524064 0.66 1.366164 0.312007

0.21 4.359888 1.472446 0.67 1.348204 0.298773
0.22 4.150482 1.423224 0.68 1.330884 0.285843
0.23 3.959804 1.376194 0.69 1.314177 0.273210
0.24 3.785504 1.331179 0.70 1.298055 0.260867
0.25 3.625610 1.288023 0.71 1.282495 0.248808
0.26 3.478450 1.246587 0.72 1.267473 0.237025
0.27 3.342604 1.206750 0.73 1.252966 0.225514
0.28 3.216852 1.168403 0.74 1.238954 0.214268
0.29 3.100143 1.131448 0.75 1.225417 0.203281
0.30 2.991569 1.095798 0.76 1.212335 0.192549
0.31 2.890336 1.061373 0.77 1.199692 0.182065
0.32 2.795751 1.028101 0.78 1.187471 0.171826
0.33 2.707206 0.995917 0.79 1.175655 0.161825
0.34 2.624163 0.964762 0.80 1.164230 0.152060
0.35 2.546147 0.934581 0.81 1.153181 0.142524
0.36 2.472735 0.905325 0.82 1.142494 0.133214
0.37 2.403550 0.876947 0.83 1.132157 0.124125
0.38 2.338256 0.849405 0.84 1.122158 0.115253
0.39 2.276549 0.822661 0.85 1.112484 0.106595
0.40 2.218160 0.796678 0.86 1.103124 0.098147
0.41 2.162841 0.771422 0.87 1.094069 0.089904
0.42 2.110371 0.746864 0.88 1.085308 0.081864
0.43 2.060549 0.722973 0.89 1.076831 0.074022
0.44 2.013193 0.699722 0.90 1.068629 0.066376
0.45 1.968136 0.677087 0.91 1.060693 0.058923
0.92 1.053016 0.051658 1.37 0.889314 –0.117305
0.93 1.045588 0.044579 1.38 0.888537 –0.118179

(Continues)
11.1 The Euler Integral. Limit and Infinite Product Representations for
(x) 239

Table 11.1. (Continued)

x
(x) ln
(x) x
(x) ln
(x)

0.94 1.038403 0.037684 1.39 0.887854 –0.118948

0.95 1.031453 0.030969 1.40 0.887264 –0.119613
0.96 1.024732 0.024431 1.41 0.886765 –0.120176
0.97 1.018232 0.018068 1.42 0.886356 –0.120637
0.98 1.011947 0.011877 1.43 0.886036 –0.120997
0.99 1.005872 0.005855 1.44 0.885805 –0.121258
1 1 0 1.45 0.885661 –0.121421
1.01 0.994326 –0.005690 1.46 0.885604 –0.121485
1.02 0.988844 –0.011218 1.47 0.885633 –0.121452
1.03 0.983550 –0.016587 1.48 0.885747 –0.121324
1.04 0.978438 –0.021798 1.49 0.885945 –0.121100
1.05 0.973504 –0.026853 1.50 0.886227 –0.120782
1.06 0.968744 –0.031755 1.51 0.886592 –0.120371
1.07 0.964152 –0.036506 1.52 0.887039 –0.119867
1.08 0.959725 –0.041108 1.53 0.887568 –0.119271
1.09 0.955459 –0.045563 1.54 0.888178 –0.118583
1.10 0.951351 –0.049872 1.55 0.888868 –0.117806
1.11 0.947396 –0.054039 1.56 0.889639 –0.116939
1.12 0.943590 –0.058063 1.57 0.890490 –0.115984
1.13 0.939931 –0.061948 1.58 0.891420 –0.114940
1.14 0.936416 –0.065695 1.59 0.892428 –0.113809
1.15 0.933041 –0.069306 1.60 0.893515 –0.112592
1.16 0.929803 –0.072782 1.61 0.894681 –0.111288
1.17 0.926700 –0.076126 1.62 0.895924 –0.109900
1.18 0.923728 –0.079338 1.63 0.897244 –0.108427
1.19 0.920885 –0.082420 1.64 0.898642 –0.106871
1.20 0.918169 –0.085374 1.65 0.900117 –0.105231
1.21 0.915576 –0.088201 1.66 0.901668 –0.103508

(Continues)
240 Chapter 11 The Gamma, Beta, Pi, and Psi Functions, and the Incomplete Gamma Functions

Table 11.1. (Continued)

x
(x) ln
(x) x
(x) ln
(x)

1.22 0.913106 –0.090903 1.67 0.903296 –0.101704

1.23 0.910755 –0.093482 1.68 0.905001 –0.099819
1.24 0.908521 –0.095937 1.69 0.906782 –0.097853
1.25 0.906402 –0.098272 1.70 0.908639 –0.095808
1.26 0.904397 –0.100487 1.71 0.910572 –0.093683
1.27 0.902503 –0.102583 1.72 0.912581 –0.091479
1.28 0.900718 –0.104563 1.73 0.914665 –0.089197
1.29 0.899042 –0.106426 1.74 0.916826 –0.086838
1.30 0.897471 –0.108175 1.75 0.919063 –0.084401
1.31 0.896004 –0.109810 1.76 0.921375 –0.081888
1.32 0.894640 –0.111333 1.77 0.923763 –0.079300
1.33 0.893378 –0.112745 1.78 0.926227 –0.076636
1.34 0.892216 –0.114048 1.79 0.928767 –0.073897
1.35 0.891151 –0.115241 1.80 0.931384 –0.071084
1.36 0.890185 –0.116326 1.81 0.934076 –0.068197
1.82 0.936845 –0.065237 1.91 0.965231 –0.035388
1.83 0.939690 –0.062205 1.92 0.968774 –0.031724
1.84 0.942612 –0.059100 1.93 0.972397 –0.027991
1.85 0.945611 –0.055924 1.94 0.976099 –0.024191
1.86 0.948687 –0.052676 1.95 0.979881 –0.020324
1.87 0.951840 –0.049358 1.96 0.983743 –0.016391
1.88 0.955071 –0.045970 1.97 0.987685 –0.012391
1.89 0.958379 –0.042512 1.98 0.991708 –0.008326
1.90 0.961766 –0.038984 1.99 0.995813 –0.004196
2 1 0