A Note on the Gamma Function

For > 0,
() =

t1 et dt.

(1)

Except in special cases this integral cannot be evaluated exactly and one
has to use approximations. However, we can integrate by parts to get the
following important result
() =

t1 et dt

t1 et

0

= 0 0 + ( 1)

t2 et dt = ( 1) ( 1) .

This relation
() = ( 1) ( 1) .

(2)

is called a recursion relation.

If = n is a positive integer, then using this recursion repeatedly we get
(n) = (n 1)(n 1) = (n 1)(n 2)(n 2) (1).
Since
(1) =

et dt = 1,

the above equation becomes

(n) = (n 1)(n 2) 1 = (n 1)!.
Let now rewrite Eq.(2) as follows:
( 1) =

1
().
1

(3)

What is neat about this is that, since the definition given by Eq.(1) is valid
for positive values of , we can use Eq.(3) to define the Gamma function for

negative, non-integral values1 . For example, from Eq.(3),

(1/2) = 2(1/2),
(3/2) = (2/3)(1/2) = (2/3)(2)(1/2)
and so on. This procedure can be used to expand the definition to complex
numbers as well!
It also so happens that one can evaluate (1/2) exactly, using the substitution, t = x2 /2 so that dt = xdx and reducing the integral to the normal
distribution integral.
(1/2) =
=

Z0 
0

t1/2 et dt

1/2

x2 /2

ex

2 /2

ex

2 /2

xdx

dx

1 Z x2 /2

= 2
e
dx = 2 [1 (0)] = 2 (1/2) = .
2 0

1
Since the integral in Eq.(1) is undefined for = 0, the gamma function is undefined
for non-positive integer values.