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Beta and Gamma Function Ut-2

The document defines and provides properties of the gamma function Γn. Some key points: 1) The gamma function Γn is defined as the definite integral from 0 to infinity of e-x xn-1 dx, where n is a positive real number. 2) There is a reduction formula Γ(n+1) = nΓn that allows the gamma function to be defined for all real numbers n via repeated application. 3) The gamma function is a generalization of the factorial function, with Γ(n+1) = n! when n is a positive integer.

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0% found this document useful (0 votes)
291 views20 pages

Beta and Gamma Function Ut-2

The document defines and provides properties of the gamma function Γn. Some key points: 1) The gamma function Γn is defined as the definite integral from 0 to infinity of e-x xn-1 dx, where n is a positive real number. 2) There is a reduction formula Γ(n+1) = nΓn that allows the gamma function to be defined for all real numbers n via repeated application. 3) The gamma function is a generalization of the factorial function, with Γ(n+1) = n! when n is a positive integer.

Uploaded by

ajay
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Gamma function


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

Reduction formula for Γn :



Γ (n + 1 ) = ∫e
−x
x n dx
0
Integrating by parts, we have

Γ (n + 1 ) = − x e [ n −x ∞
0] + n ∫ e − x x n −1 dx
0

= n ∫ e − x x n − 1 dx = n Γ n
0

Therefore Γ (n + 1 ) = n Γ n which is the reduction formula for Γn .

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.

Transformation of Gamma Function:

i) By definition of gamma function


∫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

iii) Let x = t2 ∴ 2 tdt = dx , then the


∞ ∞

∫ 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 )

Transformation of Beta Function


By definition, we have
1
β (m , n )= ∫ x m − 1
(1 − x )n − 1 dx (1)
0
i)
2
put x = sin θ ∴ dx = 2 sin θ cos θ d θ
when x = 0, θ =1
π
x = 1, θ =
2
Therefor(i)becomes
π
2
β (m , n )= ∫ (sin 2
θ )m − 1
(1 − sin 2
θ ) n − 1
2 sin θ cos θ d θ
0
π
2
β (m , n )= ∫ (sin )(cos )sin
2 m − 2 2 n − 2
2 θ θ θ cos θ d θ
0
π
2
(m )= ∫ (sin )(cos θ )d θ
2 m −1 2 n −1
β ,n 2 θ
0
put 2m − 1 = p and 2n − 1 = q
p +1 q +1
⇒ m = , n =
2 2
π

 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

Relation Between Beta and Gamma functions


Γ m Γ n
β (m , n ) =
Γ (m + n )
We know that
∞ ∞
Γ n = 2 ∫ e − y y 2 n − 1 dy Γ m = 2 ∫ e − x x 2 m − 1 dx
2 2
and (1)
0 0
Therefore
∞ ∞
Γ m Γ n = 2 ∫ e − x x 2 m −1 dx × 2 ∫ e − y y 2 n − 1 dy
2 2
(2)
0 0
∞ ∞
Γm Γn = 4∫ ( )x 2 m − 1 y 2 n − 1 dx dy
∫e
− x2+ y2

0 0

Let x = r cos θ , y = r sin θ ∴ dxdy = rdrd θ


lim its r → 0 to ∞
π
θ → 0 to
2
Substituting these in (2), we get
π
2 ∞
Γm Γn = 4∫ ∫e
2
−r
(r cos θ )2 m − 1 (r sin θ )2 n − 1 rdrd θ
0 0
π
2 ∞
Γm Γn = 4∫ ∫e
−r2
r 2 m − 1 + 2 n − 1 + 1 (cos θ )2 m −1 (sin θ )2 n − 1 drd θ
0 0
π
2 ∞
Γ m Γ n = 2 ∫ cos ( 2 m −1
)
θ (sin 2 n −1
θ )d θ × 2 ∫ e − r r 2 (m + n )− 1 dr
2
(3)
0 0
But
π
2
(m )= ∫ (sin )(cos )d θ
2 m − 1 2 n − 1
β , n 2 θ θ and
0
π
2
(n )= ∫ (sin )(cos )d
2 n − 1 2 m − 1
β , m 2 θ θ θ
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  Γ1 −  = = =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 

Let x 2 = tan θ in I 2 we get


2 xdx = sec 2 θ d θ
sec 2 θ
∴ dx = dθ
2 tan θ
Limits x = 0, θ = 0
π
x =1 θ =
4
π
∞ 2
x 2
sin θ sec 2 θ
I2 = ∫
0 1 + x4
dx = ∫
0 1 + tan 2 θ 2 tan θ

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!

=
2048
π
2
12) Evaluate ∫ sin θ dθ .
5 7
θ cos
0

Solution: we know that


π
2
1  p +1 q +1
∫ sin
p
θ cos q θ d θ = β , 
0
2  2 2 
Here p = 5, q=7
π
2
1 1 Γ3 Γ4
∫ sin β (3 , 4 ) =
5
θ cos 7 θ d θ =
0
2 2 Γ7

1 2 !× 3! 1
= = .
2 6! 120
π
2
13)Evaluate ∫
0
tan θ d θ .

Solution: Given integral can be written as


π π π
2 2 2 1 1
sin θ −

0
tan θ d θ = ∫0
cos θ
dθ = ∫
0
sin 2
θ cos 2
θ dθ

 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

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


0 sin θ
× ∫ 0
sin θ d θ = π
1
dx
15) Evaluate ∫ 0 1− x4
Solution:

Let x 4 = sin 2 θ lim its x = 0, θ =0


π
4 x 3 dx = 2 sin θ cos θ d θ x = 1, θ =
2
Therefore
π
1 2 1
dx 2 sin θ cos θ
∫ (1 − )


2
4
= sin θ 2
3

0 1 − x 0
4 sin 4
θ
π
2 1 3

∫ (cos )
2 −
= θ 2 sin θ cos θ sin 2
θdθ
0
π
2 1


0
= sin 2
θ cos θdθ
0

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 θ ) (cos )2 q − 2 sin


p+q 2 p−2
= 2 θ θ cos θ d θ
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

And β (m , n ) = 2 ∫ sin 2 m −1 θ cos 2 n −1 θ d θ (2)


0
From (1) and (2), we have
π
2
Γm Γn
∫ sin
2 m −1 2 n −1
= 2 θ cos θ dθ
Γ (m + n ) 0

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


(Γ n ) 2
2 2

∫ sin
2 n −1
= 2θ d θ
Γ (2 n ) 2 2 n −1
0

Let 2θ = t lim its θ = 0, t =0


π
2dθ = dt θ= , t =π
2
(Γ n )2 2
π
dt
∫ sin
2 n −1
Therefore = t
Γ (2 n ) 2 2 n −1
0
2
π
(Γ n ) 2
1
∫ sin
2 n −1
= t dt
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 Γn +  = 2 n −1
 2  2
1
Replacing n → n + we get
2
  1 
π Γ  2  n + 
 1   1 1    2  
Γn + Γ  n + +  =  1 
 2   2 2  2 n+

 −1
2 
2
 1  π Γ (2 n + 1 )
Γn +  Γ (n + 1 ) =
 2  2 2n
 1  π Γ (2 n + 1 )
Γn +  = .
 2  2 2 n n!

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