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Appendix II Gamma Function

The Gamma Function Euler’s integral definition of the gamma function* is


q
G(x) ⫽ #0
t x 2 1e⫺t dt. (1)

Convergence of the integral requires that x ⫺ 1 ⬎ ⫺1, or x ⬎ 0. The recurrence relation

G(x ⫹ 1) ⫽ x G(x) (2)


that we saw in Section 5.3 can be obtained from (1) by employing integration by parts. Now
when x ⫽ 1,
q
G(1) ⫽ #0
e⫺tdt ⫽ 1,

and thus (2) gives G(2) ⫽ 1G(1) ⫽ 1

G(3) ⫽ 2G(2) ⫽ 2 ⭈ 1

G(4) ⫽ 3G(3) ⫽ 3 ⭈ 2 ⭈ 1,

and so on. In this manner it is seen that when n is a positive integer,


G(n ⫹ 1) ⫽ n!.
For this reason the gamma function is often called the generalized factorial function.
Although the integral form (1) does not converge for x ⬍ 0, it can be shown by means of
alternative definitions that the gamma function is defined for all real and complex numbers except
x ⫽ ⫺n, n ⫽ 0, 1, 2, … . As a consequence, (2) is actually valid for x ⫽ ⫺n. Considered as
a function of a real variable x, the graph of ⌫(x) is as given in FIGURE A.1. Observe that the
nonpositive integers correspond to the vertical asymptotes of the graph.
In Problems 31 and 32 in Exercises 5.3, we utilized the fact that ⌫(12 ) ⫽ !p. This result can
be derived from (1) by setting x ⫽ 12 :
q
G(12) ⫽ #
0
t ⫺1>2e⫺t dt. (3)

By letting t ⫽ u2, we can write (3) as


q
G(12) ⫽ 2 # 0
2
e⫺u du.

*This function was first defined by Leonhard Euler in his text Institutiones Calculi Integralis published in 1768.

APP-4
q q

# #
2 2 Γ(x)
But e⫺u du ⫽ e⫺v dv
0 0

q q q q
and so fG(12)g 2 ⫽ a2 # 0
2
e⫺u dub a2 #
0
2
e⫺v dvb ⫽ 4 ## 0 0
2 2
e⫺(u ⫹ v ) du dv.

Switching to polar coordinates u ⫽ r cos u, v ⫽ r sin u enables us to evaluate the double integral: x
q q p>2 q
4 ##
0 0
2 2
e⫺(u ⫹ v ) du dv ⫽ 4 # #
0 0
2
e⫺r r dr du ⫽ p.

Hence, fG(12)g 2 ⫽ p or ⌫( 21– ) ⫽ !p. (4)

In view of (2) and (4) we can find additional values of the gamma function. For example, when FIGURE A.1 Graph of gamma function
x ⫽ ⫺ 12, it follows from (2) that ⌫( 12 ) ⫽ ⫺ 12 ⌫(⫺ 12). Therefore, ⌫(⫺ 12 ) ⫽ ⫺2⌫( 12 ) ⫽ ⫺2!p.

II Exercises Answers to selected odd-numbered problems begin on page ANS-46.


1. Evaluate the following.
(a) ⌫(5) (b) ⌫(7)
(c) ⌫(⫺ 32 ) (d) ⌫(⫺ 52 )
q
2. Use (1) and the fact that ⌫( 65 ) ⫽ 0.92 to evaluate #0
5
x 5e⫺x dx. [Hint: Let t ⫽ x5.]
q
3. Use (1) and the fact that ⌫( 53 ) ⫽ 0.89 to evaluate # 0
x 4e⫺x dx.
3

1 3

# x aln x b dx. [Hint: Let t ⫽ ⫺ln x.]


3 1
4. Evaluate
0

1
5. Use the fact that ⌫(x) ⬎ #t
0
x 2 1 ⫺t
e dt to show that ⌫(x) is unbounded as x S 0⫹.

6. Use (1) to derive (2) for x ⬎ 0.


7. A definition of the gamma function due to Carl Friedrich Gauss that is valid for all real
numbers, except x ⫽ 0, x ⫽ ⫺1, x ⫽ ⫺2, p, is given by
n! nx
G(x) ⫽ lim .
n Sq x (x ⫹ 1)(x ⫹ 2) p (x ⫹ n)

Use this definition to show that ⌫(x ⫹ 1) ⫽ x ⌫(x).

APPENDIX II Gamma Function APP-5

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