Beta Function - Relationship Between Gamma Function and Beta Function

Relationship Between Gamma Function and Beta Function

To derive the integral representation of the beta function, write the product of two factorials as

\Gamma(x)\Gamma(y) = \int_0^\infty\ e^{-u} u^{x-1}\,du \int_0^\infty\ e^{-v} v^{y-1}\,dv =\int_0^\infty\int_0^\infty\ e^{-u-v} u^{x-1}v^{y-1}\,du \,dv. \!

Changing variables by putting u=zt, v=z(1-t) shows that this is

\int_{z=0}^\infty\int_{t=0}^1\ e^{-z} (zt)^{x-1}(z(1-t))^{y-1}z\,dt \,dz =\int_{z=0}^\infty \ e^{-z}z^{x+y-1} \,dz\int_{t=0}^1t^{x-1}(1-t)^{y-1}\,dt. \!

Hence

\Gamma(x)\,\Gamma(y)=\Gamma(x+y)\Beta(x,y) .

The stated identity may be seen as a particular case of the identity for the integral of a convolution. Taking

and, one has:
.

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