BETA AND GAMMA FUNCTIONS

Swiss mathematician and physicist Leonhard Euler (1707-1783) developed many concepts that
are integral part of modern mathematics. There are many special functions which have more or
less established names and notations due to their importance in mathematical analysis, functional
analysis, physics or other applications. In 1729 and 1730, Euler investigated Gamma and Beta
functions.

Beta Functions
If m  0, n  0, then the integral
1
m 1
x (1  x) n 1 dx
0

is called the Beta function or the first Eulerian integral and is denoted by  (m, n).

Examples
1
3
(i) x (1  x) 5 dx   (4,6)
0
1
3
(ii)  x (1  x) 3 dx   ( ,4)
0
2

Properties of beta function

1. Beta function is a symmetric function, that is,  (m, n)   (n, m) .
Proof: Let 1  x  u . Then dx   du . Also, if x  0 then u  1 and if x  1 then u  0 .
0 1
So that  (m, n)    (1  u ) m1 u n 1 du   u n 1 (1  u ) m1 du   (n, m) .
1 0
 /2
2. Trigonometric form:  (m, n)  2  sin 2 m1  cos 2 n1  d .
0
2
Proof: Let x  sin  . Then dx  2 sin  cos  d .

If x  0 then   0 and if x  1 then   .
2
 /2  /2
2 m 1 2 n 1 2 m 1 2 n 1
So that  (m, n)   (sin  ) (1  sin  ) 2 sin  cos d  2  sin  cos  d .
0 0
 m 1
x
3. Prove that  (m, n)   m n
dx .
0 (1  x)

u du
Proof: Let x  . Then dx  .
1 u (1  u ) 2
Also, if x  0 then u  0 and if x  1 then u   .
1  m 1 n 1
m 1 n 1  u   u  du
So that  (m, n)   x (1  x) dx     1  
0 0
1 u   1 u  (1  u ) 2
 2
 
u m 1 x m 1
 mn
du   mn
dx
0 (1  u ) 0 (1  x )

x m 1
Thus,  (m, n)   m n
dx .
0 (1  x)
1
x m 1  x  m
4. Prove that  (m,1  m)   dx .
0
1 x
1  m 1
x m1 x m1 x
Proof: We have  (m,1  m)   dx   dx   dx.
0
1 x 0
1 x 1
1 x
1 1
Putting x  in the second integral, we get dx   2 du .
u u
Also, if x  1 then u  1 and if x   then u  0 .

 0 1 1
x m1 (1 / u ) m 1 du u m x m
So that  dx     du   dx .
1 x 1 u 2 0 1  u 1 x
1 1 1 0
u
1
x  xm
m 1
Thus,  (m,1  m)   dx .
0
1 x

Worked out problems

1 4
3 3
1. Evaluate x
0
(1  x) dx

1 4 1 4
3 7 7 3
Solution: We can write 0 x (1  x) 3 dx   (4, 3 )   ( 3 ,4)  0 x 3 (1  x) dx
1 4
  x (1  3x  3x 2  x 3 )dx
3

0
1
 4 7 10 13

   x 3  3x 3  3 x 3  x 3 dx
0  
243
 .
7280

2
m 1  m  1 n 1
2. Show that  sin  cos n  d   ,  ; m  1, n  1.
0
2  2 2 
Proof: Let u  sin 2  . Then du  2 sin  cos  d .

Also, if   0 then u  0 and if   then u  1.
2
 
2 2
So that  sin m  cos n  d   (sin m 1  cos n 1  ) sin  cos  d
0 0

2
 3

m 1 n 1 1 m 1 n 1
12 1 1  m 1 n 1
  (sin 2  ) 2
(cos  ) 2 2
2 sin  cos  d   u 2
(1  u ) 2
du   , .
20 20 2  2 2 

1
m
3. Evaluate x (1  x 2 ) n dx ; m  1, n  1
0
1
1 2
Solution: Let x 2  u . Then dx  u du .
2
Also, if x  0 then u  0 and if x  1 then u  1.
1 1 m 1 1 m 1
m 2 n 1 1 n 1  m 1 
So that  x (1  x ) dx   u (1  u ) u 2 du   u 2 2
(1  u ) n du   , n  1 .
0 0
2 20 2  2 

2 1

4 3 3
4. Evaluate x
0
(8  x ) dx
2
2 3
Solution: Let x 3  8u . Then dx  u du .
3
Also, if x  0 then u  0 and if x  2 then u  1.
2 1 1 4 1 2 1 2 1
4 3
 2 3 16 16  5 2 
So that x 3
(8  x ) dx   16u (8  8u ) 3 3
u du   u 3 (1  u ) 3 du    ,  .
0 0
3 3 0 3 3 3
2 1

2 4
5. Evaluate  x (4  x ) dx.
0
1

2 2
Solution: Let x  4u . Then dx  u du .
Also, if x  0 then u  0 and if x  2 then u  1.
2 1 1 1 1 1 1 1 1 1
2
 3 3
So that  x (4  x ) dx   2 u (4  4u ) u du   u (1  u ) du    ,  .
4 2 4 4 2 4 4

0 0 0 4 4

Gamma Functions
If n  0, then the integral

n 1  x
x
0
e dx

is called the Gamma function or the second Eulerian integral and is denoted by  (n ) . The
Gamma function is convergent for n  0 (see page 322, Advanced Calculus 2nd edition, Schaum
Series Textbook). This integral has important applications in solving different type of problems
that arise in science and engineering.

Properties of gamma function

1. (n  1)  n(n) for n  1.

3
 4
 
Proof: We have (n  1)   x e dx  [ x e ]  n  x n 1e  x dx  0  nn .
n x n x 
0
0 0

Thus (n  1)  n(n) .

2. If n  0 is an integer, then (n  1)  n !.


Proof: We have n   x n1 e  x dx (1)
0
  
So that (1)   e  x dx  1  0! , (2)   x e  x dx  [ x e  x ]0   e  x dx  1  1!
0 0 0

Similarly, we can show that (3)  2(2)  2! , (4)  3(3)  3!

In general, (n  1)  n !.

Remark
Gamma function for even and odd integers.
(n  1)
We have (n)  .
n
(0  1)
For n  0, (0)   
0
(1  1)
For n  1, (1)   
1
(2  1)
For n  2, (2)   
2
(3  1)
For n  3, (3)   
3
Thus, it is seen that for even negative integers n, n   and for odd negative integers n,
n    .

2
3. Show that (n)  2 x 2 n 1 e  x dx .
0

Proof: We have (n)   x n 1 e  x dx (1)
0
2
Let x  u . Then dx  2u du .
Also, if x  0 then u  0 and if x   then u   .
  
2 2 2
So that (n)   (u 2 ) n 1 e  u 2u du  2 u 2 n 1 e  u du  2 x 2 n 1 e  x dx
0 0 0

4. Prove that (1 / 2)   .


2
Proof: We have n  2 x 2 n 1 e  x dx (2)
0
  
2 2 2
Then (1 / 2)  2 x 2 (1 / 2) 1 e  x dx  2 e  x dx  2 e  y dy
0 0 0

4
 5

2
 y2 )
So that {(1 / 2)}  4 e  ( x
2
dxdy
0 0

y
Let x  r cos  and y  r sin  . Then x 2  y 2  r 2 and   tan 1 .
x
If x  0, y  0 then r  0 and if x  , y   then    / 2 .
 /2
2 r 2
Therefore, {(1 / 2)}  4  e r drd because dxdy  J drd , where
0 0

x x
 ( x, y ) r  cos  r sin 
J     r (cos 2   sin 2  )  r
 (r , ) y y sin  r cos
r 
 /2  /2   /2
2
So, {(1 / 2)}  2  e
r 2
2r dr  2   e r 2
 d  2
 
 d  2 2   
0 0 0 0 0

Thus, (1 / 2)   .

Remark
1
(  1)
1 2 1
(  )   2( )  2 
2 1 2

2
3
(  1)
3 2 2 1 2 4
(  )    ( )   (2  )  
2 3 3 2 3 3

2
2n  1
Similarly, we can compute ( ) for n  0,1,2,
2
 ( m ) ( n )
5. Prove that  (m, n)  .
 ( m  n)
 
2 2
Proof: We have (m)  2 x 2 m 1 e  x dx and (n)  2 y 2 n 1 e  y dy
0 0
 
2 2
So that (m)(n)  2 e  x x 2 m 1 dx  2 e  y y 2 n 1 dy
0 0
 / 2 
2
r 2 m 1 2 m 1 2 n 1 2 n 1
4 
0
 e (r cos  )(r sin  ) rdrd
0
 /2 
2
 2  cos 2 m 1  sin 2 n 1  d  2  e  r r 2 ( m  n ) 1 dr
0 0
  (m, n) (m  n)
 ( m) ( n )
Thus,  (m, n)  .
( m  n)

5
 6

2
m 1  m 1 n  1
6. Show that  sin  cos n  d    ,  ; m  1, n  1
0
2  2 2 
 m  1  n  1
   
1  2   2 
 .
2 m n  2
 
 2 

2
m 1  m 1 n  1
Proof: We have  sin  cos n  d    ,  ; m  1, n  1
0
2  2 2 
 ( m ) ( n )
We also have  (m, n)  .
 ( m  n)

2
m 1  m 1 n  1
Thus,  sin  cos n  d    ,  ; m  1, n  1
0
2  2 2 
 m 1  n 1
   
1  2   2 
 .
2 m n  2
 
 2 

x m 1  
7. Given 0 1  x dx  sin(m ) , show that (m)(1  m)  sin m , 0  m  1.

x m1  ( m) ( n )
Solution: We have  (m, n)   mn
dx  .
0
(1  x)  ( m  n)
 m 1
x 
Therefore,  (m,1  m)   dx  (m)(1  m)  .
0
1 x sin(m )

Solved Problems
1. Evaluate each of the following:
(8 / 3) (6) (5 / 2) (3)(2.5) 6(8 / 3)
(i) , (ii) , (iii) , (iv) , (v) .
(2 / 3) 2(3) (1 / 2) (5.5) 5(2 / 3)
5 5 52
Solution: (i) We can write (8 / 3)  (5 / 3  1)  (5 / 3)  (2 / 3  1)  (2 / 3).
3 3 33
(8 / 3) 10
Thus,  .
(2 / 3) 9
(6) 5! (5)(4)(3)(2!)
(ii)    30.
2(3) 2(2!) 2(2!)
(5 / 2) (3 / 2)(1 / 2)(1 / 2) 3
(iii)   .
(1 / 2) (1 / 2) 4
(3)(2.5) (2!)(2.5) (2)(2)(2)(2) 16
(iv)    .
(5.5) (4.5)(3.5)(2.5)(2.5) (9)(7)(5) 315

6
 7
6(8 / 3) (6)(5 / 3)(2 / 3)(2 / 3) 4
(v)   .
5(2 / 3) 5(2 / 3) 3

2. Evaluate each of the following integrals:

   1
3 x 6 2 x 4 x2 dx
(i) xe
0
dx , (ii) xe
0
dx , (iii) 3
0
dx , (iv) 
0  ln x
.


3 x
Solution: (i) By definition of Gamma function, xe
0
dx  (4)  3! 6.

(ii) Let 2 x  t. Then dx  (1 / 2)dt.

  6 
6 2x t 1 1 6! 720 45
Therefore, xe dx     e t (1 / 2)dt  7  t 6e  t dt  7 (7)  7   .
0
2
0 
2 0 2 2 16  8 8
  
2 2 2
4 x ln 3  4 x  ( 4 ln 3 ) x
(iii) We can write  3 dx   (e ) dx   e
0 0
dx .
0

1 1
Let (4 ln 3) x 2  t. Then x  t 1 / 2 and dx  (1 / 2)t 1 / 2 dt.
4 ln 3 4 ln 3
  
4 x 2
 ( 4 ln 3 ) x 2 1 (1 / 2) 
Thus,  3 dx   e dx   t 1 / 2e t dt   .
0 0 2 4 ln 3 0 4 ln 3 4 ln 3
(iv) Let  ln x  t. Then x  e  t and dx  e t dt.
If x  0 then t   and if x  1 then t  0 .

1 0 
dx
Therefore,     e  t t 1 / 2 dt   e  t t 1 / 2 dt (1 / 2)   .
0  ln x  0

3 
3. Show that  y e  y dy  .
0
3
1
Solution: Let y 3  t. Then y  t1 / 3  dy  t  2 / 3dt .
3
  
3 1 1 1 
Therefore,  y e  y dy   t1 / 6 e  t t  2 / 3dt   t 1 / 2e t dt  (1 / 2)  .
0
30 30 3 3
1
m n (1) n (n  1)
4. Show that  x (log x) dx 
0
(m  1) n 1
.

Solution: Let x  e  y . Then dx  e  y dy .

So that if x  0 then y   and if x  1 then y  0.

1 0 
m n  my n y n  ( m 1) n
Therefore,  x (log x) dx   e ( y) (e ) dy  (1)  e y dy
0  0

1
Again, let (m  1) y  t. Then dy  dt .
m 1

7
 8
1  n 
m n  t  1 n (1) n
t t n (1) n (n  1)
Thus,  x (log x) dx  (1)  e  dt  e t dt  .
(m  1) n1 0

0 0  m 1 m 1 (m  1) n1

1
1 ( )
dx  n
5. Show that   .
1  xn n 1 1
0   
n 2
2
2 n 1
Solution: Let x n  sin 2  . Then dx  sin  cos  d .
n
So that if x  0 then   0 and if x  1 then    / 2 .

1  /2 2  /2 2
dx 1 2 n 1 2 1
Therefore,    sin  cos d   sin n  cos0  d
01  xn 0
cos n n 0

2 
 1 1  0 1
 n   
 2   2  1
( )
2  
  n .
 
n  2  n  1 1
 1 2    
2 n  n 2
 2 
 
 
 m 1
1 ( p  1) 
6. Show that  x m (1  x n ) p dx   n .
 m 1
0 n p  1  
 n 
1
1 1
Solution: Let x n  t. Then dx  t n dt .
n
So that if x  0 then t  0 and if x  1 then t  1.

1 1 1 1 m 1
m n p m/n p 1 n 1 1 1
Therefore,  x (1  x ) dx   t (1  t ) t dt   t n
(1  t ) p dt
0 0
n n0
 m  1
( p  1) 
1  m 1  1  n .
  , p  1 
n  n  n  p  1  m  1 
 
 n 
1 1
x 2 dx dx 
7. Show that    .
4 4
0 1 x 0 1 x 4 2
1 2 1
x dx dx
Solution: Let I1   . and I 2  
4
0 1 x 1  x4 0

cos
To compute I1 , let x 2  sin  . Then dx  d .
2 sin 
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So that if x  0 then   0 and if x  1 then    / 2 .
1  /2  /2
x 2 dx 1 sin  cos 1 1/ 2
Therefore, I1     d   sin  cos0  d
0 1 x 4 2 0
cos sin  2 0

1 
 1 0 1
 2   

 2   2  3 3 3
  ( )  ( )  ( ) 
1   1 4 1 4
    4 .
2 1  4 5 4 1 1 1
 0 2      
2 2  4 4 4 4
 2 
 
 
sec 2 
To compute I 2 , let x 2  tan  . Then dx  d .
2 tan 
So that if x  0 then   0 and if x  1 then    / 4 .
1  /4  /4
dx 1 sec 2  1 1
Therefore, I 2     d   d
01  x4 0
2 sec tan 
0 2 sin 2
1
Let 2  z . Then d  dz . So that if   0 then z  0 and if    / 4 then z   / 2 .
2
 /2  /2
1 1 1
Therefore, I 2   dz   sin 1 / 2 z cos 0 z dz
2 2 0 sin z 2 2 0
 1 
  1  0  1
 2   
 2   2  1
( ) 
1   1 4
  .
2 2  1  4 2 3
 0 2  

2  2  4
 2 
 
3 1
1 1 ( )  ( ) 
x 2 dx dx 1 
Thus, I1I 2     4  4  .
1  x4 1 x 4 1 4 2 3 4 2
0 0    
4 4

dx
8. Evaluate  1 x 4
.
0

1
Solution: Let x 4  t. Then x  t 1 / 4 and dx  t  3 / 4 dt.
4
  3 / 4
dx 1 t   2
Therefore,  4
  dt   .
0
1 x 4 0 1 t 4 sin( / 4) 4

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Exercises
1. Evaluate each of the following
 ( 7) (3)(3 / 2)
(i) , (ii) , (iii) (1 / 2)(3 / 2)(5 / 2) .
2(4)(3) (9 / 2)
16 3
Ans. (i) 30, (ii) , (iii)  3 / 2 .
105 8
2. Evaluate each of the following integrals:
    
4 x 6 3 x 2 2 x2  x2
(i) xe dx , (ii) xe dx , (iii) xe dx , (iv) e dx , (v) 
4
x e x
dx .
0 0 0 0 0

80 2 1 3 
Ans. (i) 24, (ii) , (iii) , (iv) (1 / 3) , (v) .
243 16 3 2
3. Evaluate each of the following integrals:
1 2 a
x2
(i)  x 4 (1  x)3 dx, (ii)  dx, (iii)  y 4 a 2  y 2 dy.
0 0 2 x 0

1 64 2  a6
Ans. (i) , (ii) , (iii) .
280 15 16


x m 1
4. Prove that  (m, n)   dx and hence show that
0 (1  x) m n
1 m 1
x  x m
 (m,1  m)   dx.
0
1 x

2
5. Prove that  (m, n)  2  sin 2 m 1  cos 2 n 1  d .
0

2
m 1  m  1 n 1
Hence show that  sin  cos n  d   ,  ; m  1, n  1.
0
2  2 2 
2 2 4
3 3
6. Evaluate (i)  x 8  x dx, (ii)  (4  x 2 )3 / 2 dx, (iii) u
3/ 2
(4  u )5 / 2 du,
0 0 0
3
dt
(iv)  .
3t  t 2
0

16
Ans. (i) , (ii) 3 , (iii) 12 , (iv)  .
9 3
 /2
d {(1 / 4)}2
7. Show that  
0 1  (1 / 2) sin 2  4 

n
m  ax
8. Evaluate  x e dx where m, n, a are positive constants.
0

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1  m  1
Ans. ( m 1) / n
 .
na  n 


x m 1 
9. It is known that (m)(1  m)   (m, n)   dx  , 0  m  1.
0
1 x sin m

2 1
 dx 
Hence show that (a)  tan  d  , (b)  1
 .
0 2 0 6 6 3
(1  x )

10. Evaluate each of the following integrals:

 
2 2 
(i)  sin 6 x dx, (ii)  sin 4 x cos5 x dx, (iii)  cos 4 x dx.
0 0 0

5 8 3
Ans. (i) , (ii) , (iii) .
32 315 8
 1
1 n
11. Prove that  cos(bx n ) dx  n (n  1) cos .
0 b 2
a
dy {(1 / 4)}2
12. Prove that   .
0 a4  y4 4a 2

u 
13. Prove that 1 u 6
du  .
0 3 3

x2 
14. Prove that 0 1  x 4 dx  2 2 .

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