𝐁𝐞𝐭𝐚, 𝐆𝐚𝐦𝐦𝐚 𝐅𝐮𝐧𝐜𝐭𝐢𝐨𝐧𝐬

𝐒𝐮𝐦𝐦𝐚𝐫𝐲 𝐨𝐟 𝐟𝐨𝐫𝐦𝐮𝐥𝐚𝐞
∞
Γ(𝑛) = ∫ 𝑒 −𝑥 𝑥 𝑛−1 𝑑𝑥
0

Γ(𝑛 + 1) = 𝑛Γ(𝑛)

Γ(𝑛 + 1) = 𝑛! (𝑛: positive integer)

Γ(2) = Γ(1) = 1, Γ(½) = √𝜋

𝜋
Γ(𝑛)Γ(1 − 𝑛) = (0 < 𝑛 < 1)
sin 𝑛𝜋
1 𝜋 ⁄2 ∞
𝑢𝑚−1
𝐵(𝑚, 𝑛) = ∫ 𝑥 𝑚−1 (1 − 𝑥)𝑛−1 𝑑𝑥 = 2 ∫ sin2𝑚−1 𝜃 cos2𝑛−1 𝜃 𝑑𝜃 = ∫ 𝑑𝑢
0 0 0 (1 + 𝑢)𝑚+𝑛

𝐵(𝑚, 𝑛) = 𝐵(𝑛, 𝑚)

Γ(𝑚)Γ(𝑛)
𝐵(𝑚, 𝑛) =
Γ(𝑚 + 𝑛)

𝐆𝐚𝐦𝐦𝐚 𝐅𝐮𝐧𝐜𝐭𝐢𝐨𝐧:
∞
Basic definition: Γ(𝑛) = ∫ 𝑒 −𝑥 𝑥 𝑛−1 𝑑𝑥
0

∞
Γ(𝑛)
Important results: ∫ 𝑒 −𝑘𝑥 𝑥 𝑛−1 𝑑𝑥 = , Γ(𝑛 + 1) = 𝑛Γ(𝑛), Γ(1) = 1, Γ(½) = √𝜋
0 𝑘𝑛
𝜋
Γ(𝑛)Γ(1 − 𝑛) =
sin 𝑛𝜋
For 𝑛 being integer: Γ(𝑛 + 1) = 𝑛!

Proof of Γ(½) = √𝜋:

∞ ∞
Using definition, Γ(½) = ∫ 𝑒 −𝑥 𝑥 ½−1 𝑑𝑥 = ∫ 𝑒 −𝑥 𝑥 −1⁄2 𝑑𝑥
0 0

Substitution: 𝑥 1⁄2 = 𝑦, 𝑑𝑥 = 2𝑦𝑑𝑦

∞
2
Γ(½) = ∫ 𝑒 −𝑦 𝑦 −1 ∙ 2𝑦𝑑𝑦 (by substitution 𝑥 1⁄2 = 𝑦, 𝑑𝑥 = 2𝑦𝑑𝑦)
0

∞
2
= 2 ∫ 𝑒 −𝑦 𝑑𝑦
0

∞ ∞
2 2
Γ(½) = 2 ∫ 𝑒 −𝑦 𝑑𝑦 , Γ(½) = 2 ∫ 𝑒 −𝑥 𝑑𝑥
0 0

∞ ∞ ∞ ∞ ∞ ∞
2 2 2 2 2 +𝑦 2 )
Γ(½) ∙ Γ(½) = 2 ∫ 𝑒 −𝑦 𝑑𝑦 × 2 ∫ 𝑒 −𝑥 𝑑𝑥 = 4 ∫ ∫ 𝑒 −𝑥 𝑒 −𝑦 𝑑𝑥𝑑𝑦 = 4 ∫ ∫ 𝑒 −(𝑥 𝑑𝑥𝑑𝑦
0 0 0 0 0 0

Substitution: 𝑥 = 𝑟 cos 𝜃 , 𝑦 = 𝑟 cos 𝜃 , 𝑥 2 + 𝑦 2 = 𝑟 2 , 𝑑𝑥𝑑𝑦 = 𝑟𝑑𝑟𝑑𝜃

Integration limits: 𝑥 = 0, 𝑦 = 0 ⟹ 𝑟 = 0, 𝜃 = 0, 𝑥 = ∞, 𝑦 = ∞, 𝑟 = ∞, 𝜃 = 𝜋⁄2

𝜋 ⁄2 ∞ 𝜋 ⁄2 ∞
2 2
[Γ(½)]2 = 4 ∫ ∫ 𝑒 −𝑟 𝑟𝑑𝑟𝑑𝜃 = 2 ∫ (∫ 𝑒 −𝑟 ∙ 2𝑟𝑑𝑟) 𝑑𝜃
𝜃=0 𝑟=0 𝜃=0 𝑟=0

1
 ∞ ∞
|∫ 𝑒 −𝑟 2 ∙ 2𝑟𝑑𝑟 = ∫ 𝑒 −𝑢 ∙ 𝑑𝑢 (𝑢 = 𝑟 2 )
𝑟=0 𝑢=0
| 𝑒 −𝑢 ∞
= | = (0) − (−1) = 1
−1 0

𝜋 ⁄2
𝜋
= 2∫ (1)𝑑𝜃 = 2 ∙
𝜃=0 2

=𝜋

⟹ Γ(½) = √𝜋

𝐴𝑙𝑡𝑒𝑟𝑛𝑎𝑡𝑒 𝑝𝑟𝑜𝑜𝑓:
𝜋 ⁄2
𝐵(½, ½) = 2 ∫ sin2∙½−1 𝜃 cos2∙½−1 𝜃 𝑑𝜃
0

𝜋 ⁄2
𝜋
= 2∫ 𝑑𝜃 = 2 ∙
0 2

=𝜋

Γ(½)Γ(½) 2
𝐵(½, ½) = = (Γ(½)) (Γ(½ + ½) = Γ(1) = 1)
Γ(½ + ½)
2
(Γ(½)) = 𝜋 (= 𝐵(½, ½))

⟹ Γ(½) = √𝜋

𝐁𝐞𝐭𝐚 𝐅𝐮𝐧𝐜𝐭𝐢𝐨𝐧:
1
Basic definition: 𝐵(𝑚, 𝑛) = ∫ 𝑥 𝑚−1 (1 − 𝑥)𝑛−1 𝑑𝑥
0

𝜋 ⁄2 ∞
𝑢𝑚−1
Other forms: 𝐵(𝑚, 𝑛) = 2 ∫ sin2𝑚−1 𝜃 cos2𝑛−1 𝜃 𝑑𝜃 , 𝐵(𝑚, 𝑛) = ∫ 𝑑𝑢
0 0 (1 + 𝑢)𝑚+𝑛
𝜋 ⁄2
Derivation of 𝐵(𝑚, 𝑛) = 2 ∫ sin2𝑚−1 𝜃 cos2𝑛−1 𝜃 𝑑𝜃
0

In the basic definition, we substitue 𝑥 = sin2 𝜃 , 𝑖𝑒 1 − 𝑥 = cos2 𝑥 , 𝑑𝑥 = 2 sin 𝜃 cos 𝜃 and get
𝜋 ⁄2
𝐵(𝑚, 𝑛) = ∫ (sin2 𝑥)𝑚−1 (cos2 𝑥)𝑛−1 ∙ 2 sin 𝜃 cos 𝜃 𝑑𝜃
0

𝜋 ⁄2
= 2∫ sin2𝑚−1 𝜃 cos2𝑛−1 𝜃 𝑑𝜃
0

∞
𝑢𝑚−1
Proof of 𝐵(𝑚, 𝑛) = ∫ 𝑑𝑢
0 (1 + 𝑢)𝑚+𝑛

On substitution 𝑢 = tan2 𝜃 , 𝑖𝑒 1 + 𝑢 = sec 2 𝜃 , 𝑑𝑢 = 2 tan 𝜃 sec 2 𝜃 𝑑𝜃 the integration in the RHS becomes
𝜋⁄2 (tan2
𝜃)𝑚−1
RHS = ∫ ∙ 2 tan 𝜃 sec 2 𝜃 𝑑𝜃
0 (sec 2 𝜃)𝑚+𝑛
𝜋 ⁄2
tan2𝑚−1 𝜃
= 2∫ 𝑑𝜃
0 sec 2𝑚+2𝑛−2 𝜃

2
 𝜋 ⁄2
= 2∫ sin2𝑚−1 𝜃 cos2𝑛−1 𝜃 𝑑𝜃
0

= 𝐵(𝑚, 𝑛)

Imporant Identity: 𝐵(𝑚, 𝑛) = 𝐵(𝑛, 𝑚)

1 0
Proof: 𝐵(𝑛, 𝑚) = ∫ 𝑥 𝑛−1 (1 − 𝑥)𝑚−1 𝑑𝑥 = ∫ (1 − 𝑦)𝑛−1 𝑦 𝑚−1 ∙ −𝑑𝑦 (by sustitution 𝑥 = −𝑦, 𝑑𝑥 = −𝑑𝑦)
0 1

1
= ∫ 𝑦 𝑚−1 (1 − 𝑦)𝑛−1 𝑑𝑦
0

= 𝐵(𝑚, 𝑛)

Γ(𝑚) + Γ(𝑛) Γ(𝑛) + Γ(𝑚)

Alternate proof: 𝐵(𝑚, 𝑛) = = = 𝐵(𝑛, 𝑚)
Γ(𝑚 + 𝑛) Γ(𝑛 + 𝑚)

𝐑𝐞𝐥𝐚𝐭𝐢𝐨𝐧𝐬𝐡𝐢𝐩 𝐛𝐞𝐭𝐰𝐞𝐞𝐧 𝐁𝐞𝐭𝐚, 𝐆𝐚𝐦𝐦𝐚 𝐅𝐮𝐧𝐜𝐭𝐢𝐨𝐧𝐬:

Γ(𝑚) + Γ(𝑛)
𝐵(𝑚, 𝑛) =
Γ(𝑚 + 𝑛)
∞ ∞
2
Proof: Γ(𝑚) = ∫ 𝑒 −𝑢 𝑢𝑚−1 𝑑𝑢 = 2 ∫ 𝑒 −𝑣 𝑣 2𝑚−1 𝑑𝑣 (by substitution 𝑢 = 𝑣 2 )
0 0

∞ ∞
2 2
Γ(𝑚)Γ(𝑛) = 2 ∫ 𝑒 −𝑥 𝑥 2𝑚−1 𝑑𝑥 × 2 ∫ 𝑒 −𝑦 𝑦 2𝑛−1 𝑑𝑦
0 0

∞ ∞
2 2
= 4 ∫ ∫ (𝑒 −𝑥 𝑥 2𝑚−1 )(𝑒 −𝑦 𝑦 2𝑛−1 )𝑑𝑥𝑑𝑦
0 0

∞ ∞
2 +𝑦 2 )
= 4 ∫ ∫ 𝑒 −(𝑥 𝑥 2𝑚−1 𝑦 2𝑛−1 𝑑𝑥𝑑𝑦
0 0

Substitution: 𝑥 = 𝑟 cos 𝜃 , 𝑦 = 𝑟 sin 𝜃 , 𝑑𝑥𝑑𝑦 = 𝑟𝑑𝑟𝑑𝜃, 𝑥 2 + 𝑦2 = 𝑟 2

Integration limits: 𝑟 = 0 to ∞, 𝜃 = 0 to 𝜋⁄2

𝜋 ⁄2 ∞
2
Γ(𝑚)Γ(𝑛) = 4 ∫ ∫ 𝑒 −𝑟 (𝑟 cos 𝜃)2𝑚−1 (𝑟 sin 𝜃)2𝑛−1 ∙ 𝑟𝑑𝑟𝑑𝜃
𝜃=0 𝑟=0

∞ 𝜋 ⁄2
2
= 4∫ ∫ 𝑒 −𝑟 (𝑟 cos 𝜃)2𝑚−1 (𝑟 sin 𝜃)2𝑛−1 𝑑𝜃 ∙ 𝑟𝑑𝑟
𝑟=0 𝜃=0

∞ 𝜋 ⁄2
2
= 4∫ (∫ 𝑒 −𝑟 (𝑟 cos 𝜃)2𝑚−1 (𝑟 sin 𝜃)2𝑛−1 𝑑𝜃 ) 𝑟𝑑𝑟
𝑟=0 𝜃=0

∞ 𝜋 ⁄2
2
= 2∫ (𝑒 −𝑟 𝑟 2𝑚+2𝑛−1 ∙ 2 ∫ cos2𝑚−1 𝜃 sin2𝑛−1 𝜃 𝑑𝜃 ) 𝑑𝑟
𝜃=0 𝜃=0

∞
2
= 2∫ (𝑒 −𝑟 𝑟 2𝑚+2𝑛−1 𝐵(𝑚, 𝑛)) 𝑑𝑟
𝜃=0

∞
2
= 2𝐵(𝑚, 𝑛) ∫ 𝑒 −𝑟 𝑟 2𝑚+2𝑛−1 𝑑𝑟
𝜃=0

2𝜋
2
= 2𝐵(𝑚, 𝑛) ∫ 𝑒 −𝑟 𝑟 2𝑚+2𝑛−2 𝑟𝑑𝑟
𝜃=0

2𝜋
2
= 𝐵(𝑚, 𝑛) ∫ 𝑒 −𝑟 (𝑟 2 )𝑚+𝑛−1 ∙ 2𝑟𝑑𝑟
𝜃=0

3
 2𝜋
= 𝐵(𝑚, 𝑛) ∫ 𝑒 −𝑧 (𝑧)𝑚+𝑛−1 𝑑𝑧 (where 𝑧 = 𝑟 2 , 𝑑𝑧 = 2𝑟𝑑𝑟)
𝜃=0

= 𝐵(𝑚, 𝑛)Γ(𝑚 + 𝑛)

Γ(𝑚)Γ(𝑛)
⟹ 𝐵(𝑚, 𝑛) =
Γ(𝑚 + 𝑛)
𝜋
Impotant identity: Γ(𝑛)Γ(1 − 𝑛) = (proof is left to mathematics scholars)
sin 𝑛𝜋

𝐏𝐫𝐨𝐛𝐥𝐞𝐦𝐬:
𝑷𝒓𝒐𝒃𝒍𝒆𝒎 𝟎𝟏. Show that 2𝑛 Γ(𝑛 + ½) = 1 ∙ 3 ∙ 5 ∙∙∙ (2𝑛 − 1) ∙ √𝜋

𝑆𝑜𝑙𝑢𝑡𝑖𝑜𝑛: Γ(½ + 𝑛) = (½ + 𝑛 − 1)Γ(½ + 𝑛 − 1)

= (½ + 𝑛 − 1)(½ + 𝑛 − 2)(½ + 𝑛 −) ⋯ (½)Γ(½)

1 + 2𝑛 − 2 1 + 2𝑛 − 4 1 + 2𝑛 − 6
=( )( )( ) ⋯ (½)Γ(½)
2 2 2
2𝑛 − 1 2𝑛 − 3 2𝑛 − 5 1
=( )( )( ) ⋯ ( ) ∙ Γ(½)
2 2 2 2
(2𝑛 − 1)(2𝑛 − 3)(2𝑛 − 5) ⋯ (1)
= ∙ Γ(½)
2𝑛

1 ∙ 3 ∙ 5 ∙∙∙ (2𝑛 − 1) ∙ √𝜋
=
2𝑛

⟹ 2𝑛 Γ(𝑛 + ½) = 1 ∙ 3 ∙ 5 ∙∙∙ (2𝑛 − 1) ∙ √𝜋 𝑆ℎ𝑜𝑤𝑛

∞
𝑥𝑎
𝑷𝒓𝒐𝒃𝒍𝒆𝒎 𝟎𝟐. Evaluate ∫ 𝑑𝑥
0 𝑎𝑥

𝑆𝑜𝑙𝑢𝑡𝑖𝑜𝑛: Let the given integral be 𝐼.

𝑦 𝑑𝑦 𝑦𝑎
Substitution: 𝑎 𝑥 = 𝑒 𝑦 , 𝑥= , 𝑑𝑥 = , 𝑥𝑎 =
ln 𝑎 ln 𝑎 (ln 𝑎)𝑎

Limits of integration: 𝑥 = 0 ⟹ 𝑦 = 0, 𝑥=∞⟹𝑦=∞

∞ ∞
𝑦 𝑎 ⁄(ln 𝑎)𝑎 𝑑𝑦 1 1
𝐼=∫ ∙ = ∫ 𝑒 −𝑦 𝑦 𝑎 𝑑𝑦 = Γ(𝑎 + 1)
0 𝑒𝑦 ln 𝑎 (ln 𝑎)𝑎+1 0 (ln 𝑎)𝑎+1

Γ(𝑎 + 1)
𝐴𝑛𝑠:
(ln 𝑎)𝑎+1
1
𝑷𝒓𝒐𝒃𝒍𝒆𝒎 𝟎𝟑. Evaluate ∫ √√𝑥 − 𝑥 𝑑𝑥
0

𝑆𝑜𝑙𝑢𝑡𝑖𝑜𝑛: Let the given integral be 𝐼.

Substitution: 𝑥 = 𝑦 2 , 𝑑𝑥 = 2𝑦𝑑𝑦

Limits of integration: 𝑥 = 0 ⟹ 𝑦 = 0, 𝑥=1⟹𝑦=1

1 1
𝐼 = ∫ √𝑦 − 𝑦 2 ∙ 2𝑦𝑑𝑦 = 2 ∫ √𝑦(1 − 𝑦) ∙ 𝑦𝑑𝑦
0 0

1
= 2 ∫ 𝑦 3⁄2 (1 − 𝑦)½ 𝑑𝑦
0

4
 5 3 5 3
5 3 Γ( )Γ( ) Γ( )Γ( )
= 2𝐵 ( , ) = 2 ∙ 2 2 =2∙ 2 2
2 2 5 3 Γ(4)
Γ( + )
2 2

| Γ (5) = 3 Γ (3) = 3 ∙ 1 ∙ Γ (1) = 3 √𝜋, 3 1 1 1

Γ ( ) = ∙ Γ ( ) = √𝑥
| 2 2 2 2 2 2 4 2 2 2 2
Γ(4) = 3Γ(4) = 3 ∙ 2 ∙ 1 ∙ Γ(1) = 6

3 1
√𝜋 ∙ 2 √𝜋 𝜋
=2∙4 =
6 8
𝜋
𝐴𝑛𝑠:
8
∞ [Γ(¼)]2
𝑷𝒓𝒐𝒃𝒍𝒆𝒎 𝟎𝟒. Prove that ∫ √1 − 𝑥 4 ∙ 𝑑𝑥 =
0 6√2𝜋

𝑆𝑜𝑙𝑢𝑡𝑖𝑜𝑛: Let the given integral be 𝐼.

cos 𝜃
Substitution: 𝑥 = √sin 𝜃 , 𝑑𝑥 = 𝑑𝜃, √1 − 𝑥 4 = cos 𝜃
2√sin 𝜃

Limits of integration: 𝑥 = 0 ⟹ 𝜃 = 0, 𝑥 = 1 ⟹ 𝜃 = 𝜋 ⁄2
𝜋 ⁄2
cos 𝜃 1 𝜋 ⁄2
𝐼=∫ cos 𝜃 ∙ 𝑑𝜃 = ∫ cos2 𝜃 ∙ sin−½ 𝜃 𝑑𝜃
0 2√sin 𝜃 2 0
𝜋 ⁄2
1
= ∙ 2 ∫ cos2𝑚−1 𝜃 ∙ sin2𝑛−1 𝜃 𝑑𝜃 (where 2𝑚 − 1 = 2 ⟹ 𝑚 = 3⁄2 , 2𝑛 − 1 = −½ ⟹ 𝑛
4 0
= ¼)

1 1 Γ(𝑚)Γ(𝑛)
= ∙ 𝐵(𝑚, 𝑛) = ∙
4 4 Γ(𝑚 + 𝑛)

| Γ(𝑚) = Γ (3) = 1 Γ (3) = ½√𝜋, Γ(𝑚) = Γ(¼),

3 1 7 3 3
Γ(𝑚 + 𝑛) = Γ ( + ) = Γ ( ) = Γ ( )
2 2 2 2 4 4 4 4
Γ(𝑚)Γ(𝑛) ½√𝜋 ∙ Γ(¼) 2√𝜋 Γ(¼)
| Γ(𝑚 + 𝑛) = ¾Γ(¾) = 3 ∙ Γ(¾)

1 2√𝜋 Γ(¼) 1 2√𝜋 [Γ(¼)]2

= ∙ ∙ = ∙ ∙
4 3 Γ(¾) 4 3 Γ(¾)Γ(¼)

1 2√𝜋 [Γ(¼)]2
= ∙ ∙
4 3 Γ(¾)Γ(1 − ¾)

1 2√𝜋 [Γ(¼)]2 𝜋 3
= ∙ ∙ (Γ(𝑛)Γ(1 − 𝑛) = ,𝑛 = )
4 3 𝜋⁄sin(¾𝜋) sin 𝑛𝜋 4

1 2√𝜋 [Γ(¼)]2
= ∙ ∙
4 3 𝜋⁄(1⁄√2)

[Γ(¼)]2
=
6√2𝜋
∞ [Γ(¼)]2
⟹ ∫ √1 − 𝑥 4 ∙ 𝑑𝑥 = (= 𝐼) 𝑃𝑟𝑜𝑣𝑒𝑑
0 6√2𝜋

√𝜋Γ(2𝑚)
𝑷𝒓𝒐𝒃𝒍𝒆𝒎 𝟎𝟓. Prove the following indentity: Γ(𝑚)Γ(𝑚 + ½) = (𝑛 > 0)
22𝑚−1

5
 √𝜋Γ(2𝑚)
𝑆𝑜𝑙𝑢𝑡𝑖𝑜𝑛: We have to prove Γ(𝑚)Γ(𝑚 + ½) =
22𝑚−1
Γ(𝑚)Γ(𝑚 + ½) 1
Or, =
√𝜋Γ(2𝑚) 22𝑚−1

Γ(𝑚)Γ(𝑚 + ½) 1
Or, = 2𝑚−1 (√𝜋 = Γ(½))
Γ(½)Γ(2𝑚) 2

Γ(𝑚)Γ(𝑚) Γ(𝑚 + ½) 1
Or, × =
Γ(2𝑚) Γ(𝑚)Γ(½) 22𝑚−1

1 1 Γ(𝑎)Γ(𝑏)
Or, B(𝑚, 𝑚) × = (𝐵(𝑎, 𝑏) = )
𝐵(𝑚, ½) 22𝑚−1 Γ(𝑎 + 𝑏)

𝐵(𝑚, 𝑚) 1
We shall prove = 2𝑚−1
𝐵(𝑚, ½) 2
𝜋 ⁄2
𝐵(𝑚, 𝑚) = 2 ∫ cos2𝑚−1 𝜃 sin2𝑚−1 𝜃 𝑑𝜃
0

𝜋 ⁄2
2 sin 𝜃 cos 𝜃 2𝑚−1
= 2∫ ( ) 𝑑𝜃
0 2
𝜋 ⁄2
2
= ∫ (sin 2𝜃)2𝑚−1 𝑑𝜃
22𝑚−1 0
𝜋
2 𝑑𝜑
= ∫ (sin 𝜑)2𝑚−1 ∙ (𝜑 = 2𝜃)
22𝑚−1 0 2
𝜋
1
= ∫ (sin 𝜑)2𝑚−1 𝑑𝜑
22𝑚−1 0
𝜋 ⁄2
1 𝜋
= ∫ (cos 𝜑)2𝑚−1 𝑑𝜑 (𝜓 = 𝜑 − )
22𝑚−1 −𝜋⁄2 2

𝜋 ⁄2
1
= ∙2∫ (cos 𝜑)2𝑚−1 𝑑𝜑 ((cos 𝜑)2𝑚−1 is even function)
22𝑚−1 0

𝜋 ⁄2
𝐵(𝑚, ½) = 2 ∫ cos2𝑚−1 𝜃 𝑑𝜃
0

𝜋 ⁄2
1
∙ 2∫ (cos 𝜑)2𝑚−1 𝑑𝜑
𝐵(𝑚, 𝑚) 22𝑚−1 0 1
⟹ = = 𝑃𝑟𝑜𝑣𝑒𝑑
𝐵(𝑚, ½) 𝜋 ⁄2 22𝑚−1
2∫ cos2𝑚−1 𝜃 𝑑𝜃
0

𝜋 ⁄2
𝑷𝒓𝒐𝒃𝒍𝒆𝒎 𝟎𝟔. Evaluate ∫ √tan 𝜃 ∙ 𝑑𝜃
0

𝜋 ⁄2 𝜋 ⁄2 𝜋 ⁄2
√sin 𝜃 1
𝑆𝑜𝑙𝑢𝑡𝑖𝑜𝑛: ∫ √tan 𝜃 ∙ 𝑑𝜃 = ∫ 𝑑𝜃 = ∙ 2 ∫ sin1⁄2 𝜃 cos −1⁄2 𝜃 𝑑𝜃
0 0 √cos 𝜃 2 0

𝜋 ⁄2
1
= ∙ 2 ∫ sin2𝑚−1 𝜃 cos2𝑛−1 𝜃 𝑑𝜃 (where 2𝑚 − 1 = ½, 2𝑛 − 1 = −½, 𝑖𝑒 𝑚 = ¾, 𝑛 = ¼)
2 0

= ½𝐵(𝑚, 𝑛)

= ½𝐵(¾, ¼)

1 Γ(¾)Γ(¼) 1 Γ(¾)Γ(¼)
= ∙ = ∙ = ½ ∙ Γ(¾)Γ(¼)
2 Γ(¾ + ¼) 2 Γ(1)

6
 = ½ ∙ Γ(1 − ¼)Γ(¼)

1 𝜋 𝜋
= ∙ (Γ(𝑛)Γ(1 − 𝑛) = )
2 sin(¼𝜋) sin 𝑛𝜋
1 𝜋 𝜋
= ∙ =
2 1⁄√2 √2

𝐴𝑛𝑠: 𝜋⁄√2

𝑷𝒓𝒐𝒃𝒍𝒆𝒎 𝟎𝟕. Evaluate 𝛤(− 7⁄2)

𝑆𝑜𝑙𝑢𝑡𝑖𝑜𝑛: We know that 𝑛𝛤(𝑛) = 𝛤(𝑛 + 1), therefore

(− 7⁄2)𝛤(− 7⁄2) 𝛤(− 5⁄2)

𝛤(− 7⁄2) = =
(− 7⁄2) (− 7⁄2)

(− 5⁄2)𝛤(− 5⁄2) 𝛤(− 3⁄2)

= =
(− 5⁄2)(− 7⁄2) (− 5⁄2)(− 7⁄2)

(− 3⁄2)𝛤(− 3⁄2) 𝛤(− 1⁄2)

= =
(− 3⁄2)(− 5⁄2)(− 7⁄2) (− 3⁄2)(− 5⁄2)(− 7⁄2)

(− 1⁄2)𝛤(− 1⁄2) 𝛤(1⁄2)

= =
(− 1⁄2)(− 3⁄2)(− 5⁄2)(− 7⁄2) (− 1⁄2)(− 3⁄2)(− 5⁄2)(− 7⁄2)

√𝜋 √𝜋
= =
(− 1⁄2)(− 3⁄2)(− 5⁄2)(− 7⁄2) 115⁄16

16√𝜋
=
115

16√𝜋
𝐴𝑛𝑠:
115
∞
𝑑𝑥
𝑷𝒓𝒐𝒃𝒍𝒆𝒎 𝟎𝟖. Evaluate ∫
0 1 + 𝑥4
∞
𝑑𝑥
𝑆𝑜𝑙𝑢𝑡𝑖𝑜𝑛: ∫ = 𝐼, say
0 1 + 𝑥4

sec 2 𝑦 𝑑𝑦
Substitution: 𝑥 = √tan 𝑦 , 1 + 𝑥 4 = 1 + tan2 𝑦 = sec 2 𝑦 , 𝑑𝑥 =
2√tan 𝑦

When 𝑥 = 0, 𝑦 = 0, when 𝑥 = ∞, tan 𝑦 = ∞, 𝑦 = 𝜋⁄2

𝜋 ⁄2 𝜋 ⁄2
1 sec 2 𝑦 𝑑𝑦 𝑑𝑦
𝐼=∫ ∙ = ∫
0 sec 2 𝑦 2√tan 𝑦 0 2√tan 𝑦

1 𝜋⁄2 √cos 𝑦
= ∫ 𝑑𝑦
2 0 √sin 𝑦

1 𝜋 ⁄2
= ∫ cos1⁄2 𝑦 sin−1⁄2 𝑦 𝑑𝑦
2 0
𝜋 ⁄2
1
= ∙ 2 ∫ cos 1⁄2 𝑦 sin−1⁄2 𝑦 𝑑𝑦
4 0

𝜋 ⁄2
1
= ∙ 2 ∫ cos2(3⁄4)−1 𝑦 sin2(1⁄4)−1 𝑦 𝑑𝑦
4 0

1
= ∙ 𝐵(¾, ¼)
4

7
 1 Γ(¾)Γ(¼) Γ(¾)Γ(¼)
= ∙ = (Γ(1) = 1)
4 Γ(¾ + ¼) 1

= ¼ ∙ Γ(1 − ¼)Γ(¼)

1 𝜋 1 𝜋
= ∙ = ∙
4 sin ¼𝜋 4 1⁄√2
𝜋
=
2√2
𝜋
𝐴𝑛𝑠:
2√2
1
1 𝑛−1
𝑷𝒓𝒐𝒃𝒍𝒆𝒎 𝟎𝟗. Prove the identity Γ(𝑛) = ∫ (ln ) 𝑑𝑦
0 𝑦
1
1 𝑛−1
𝑆𝑜𝑙𝑢𝑡𝑖𝑜𝑛: Let ∫ (ln ) 𝑑𝑦 = 𝐼
0 𝑦

1
Let ln = 𝑥, 𝑥 = − ln 𝑦 , 𝑦 = 𝑒 −𝑥 , 𝑑𝑦 = −𝑒 −𝑥 𝑑𝑥
𝑦

1 1
Integration limits: 𝑦 = 0 ⟹ 𝑥 = ln = ∞, 𝑦 = 1 ⟹ 𝑥 = ln =0
𝑦 𝑦
0 ∞
𝐼 = ∫ 𝑥 𝑛−1 (−𝑒 −𝑥 )𝑑𝑥 = ∫ 𝑒 −𝑥 𝑥 𝑛−1 𝑑𝑥 = Γ(𝑛)
∞ 0

1
1 𝑛−1
⟹ ∫ (ln ) 𝑑𝑦 = 𝐼 = Γ(𝑛) 𝑃𝑟𝑜𝑣𝑒𝑑
0 𝑦
1 ½
𝜋
𝑷𝒓𝒐𝒃𝒍𝒆𝒎 𝟏𝟎. Show that ∫ √1 − √𝑥 ∙ 𝑑𝑥 × ∫ √2𝑦 − 4𝑦 2 ∙ 𝑑𝑦 =
0 0 30
1 ½
𝑆𝑜𝑙𝑢𝑡𝑖𝑜𝑛: Let 𝐺 = ∫ √1 − √𝑥 ∙ 𝑑𝑥 , 𝐻 = ∫ √2𝑦 − 4𝑦 2 ∙ 𝑑𝑦
0 0

1 𝜋 ⁄2
𝑥 = sin4 𝜃 , 𝑑𝑥 = 4 sin3 𝜃 cos 𝜃 𝑑𝜃
𝐺 = ∫ √1 − √𝑥 ∙ 𝑑𝑥 = ∫ √1 − sin2 𝜃 ∙ 4 sin3 𝜃 cos 𝜃 𝑑𝜃 ( )
0 0 𝑥 = 0 ⟹ 𝜃 = 0, 𝑥 = 1 ⟹ 𝜃 = 𝜋⁄2
𝜋 ⁄2
= 4∫ sin3 𝜃 cos2 𝜃 𝑑𝜃
0

𝜋 ⁄2
3
= 2 ∙ 2∫ sin2𝑚−1 𝜃 cos2𝑛−1 𝜃 𝑑𝜃 (𝑚 = 2, 𝑛 = )
0 2

Γ(𝑚)Γ(𝑛)
= 2𝐵(𝑚, 𝑛) = 2 ∙
Γ(𝑚 + 𝑛)

Γ(2)Γ(3⁄2)
=2∙
Γ(7⁄2)

1 ∙ ½Γ(½) 1
=2∙ =2∙
(5⁄2)(3⁄2)(1⁄2)Γ(½) (5⁄2)(3⁄2)

8
=
15
½ ½
𝐻 = ∫ √2𝑦 − 4𝑦 2 ∙ 𝑑𝑦 = ∫ √2𝑦(1 − 2𝑦) ∙ 𝑑𝑦
0 0

1
= ∫ √𝑢(1 − 𝑢) ∙ ½𝑑𝑢 (𝑢 = 2𝑦)
0

8
 1 1
= ∫ 𝑢½ (1 − 𝑢)½ 𝑑𝑢
2 0

1 1
= ∫ 𝑢3⁄2−1 (1 − 𝑢)3⁄2−1 𝑑𝑢
2 0

1 3 3 1 Γ(3⁄2)Γ(3⁄2)
= 𝐵( , ) = ∙
2 2 2 2 Γ(3⁄2 + 3⁄2)

1 ½Γ(½) ∙ ½Γ(½) 1 ½√𝜋 ∙ ½√𝜋

= ∙ = ∙
2 2Γ(2) 2 2∙1
𝜋
=
16
8 𝜋 𝜋
⟹ Given integral = 𝐺𝐻 = × =
15 16 30
𝜋
𝐴𝑛𝑠:
30
−𝜋⁄4
𝜋Γ(⅔)
𝑷𝒓𝒐𝒃𝒍𝒆𝒎 𝟏𝟏. Prove that ∫ (sin 𝑥 + cos 𝑥)⅓ 𝑑𝑥 =
−𝜋⁄4 25⁄6 Γ(7⁄6)
𝜋 𝜋 𝜋
𝑆𝑜𝑢𝑡𝑖𝑜𝑛: sin 𝑥 + cos 𝑥 = √2 (sin 𝑥 cos + cos 𝑥 sin ) = √2 sin ( + 𝑥)
4 4 4
𝜋 ⁄4 𝜋 ⁄2
⅓ 𝜋 ⅓ 𝜋
Given integral = (√2) ∫ sin⅓ ( + 𝑥) 𝑑𝑥 = (√2) ∫ sin⅓ 𝑦 𝑑𝑦 (where 𝑦 = + 𝑥)
−𝜋⁄4 4 0 4

⅓
𝜋 ⁄2
(√2) where 2𝑚 − 1 = ⅓ or 𝑚 = ⅔
= ∙ 2 ∫ sin2𝑚−1 𝑦 cos2𝑛−1 𝑦 𝑑𝑦𝑑𝑦 ( )
2 0 2𝑛 − 1 = 0 or 𝑛 = ½

1 1 Γ(𝑚)Γ(𝑛) Γ(⅔)Γ(½)
= 𝐵(𝑚, 𝑛) = ∙ =
25⁄6 25⁄6 Γ(𝑚 + 𝑛) Γ(7⁄6)

Γ(⅔) ∙ 𝜋
=
25⁄6 Γ(7⁄6)

Γ(⅔) ∙ 𝜋
𝐴𝑛𝑠:
25⁄6 Γ(7⁄6)
∞
𝑑𝑥 1 𝑛 𝑛
𝑷𝒓𝒐𝒃𝒍𝒆𝒎 𝟏𝟐. Prove that ∫ = 𝐵( , )
0 (𝑒 𝑥 + 𝑒 −𝑥 )𝑛 2 2 2
∞
𝑑𝑥
𝑆𝑜𝑙𝑢𝑡𝑖𝑜𝑛: Let ∫ =𝐼
0 (𝑒 𝑥 + 𝑒 −𝑥 )𝑛
∞ ∞
𝑒 𝑛𝑥 𝑑𝑥 𝑒 𝑛𝑥 𝑑𝑥
𝐼=∫ = ∫
0 𝑒 𝑛𝑥 (𝑒 𝑥 + 𝑒 −𝑥 )𝑛 0 (𝑒
2𝑥 + 1)𝑛

∞
𝑒 𝑛𝑥
=∫ 𝑑𝑥
0 (𝑒 2𝑥 + 1)𝑛
∞ (𝑒 𝑥 )𝑛−1 𝑥
=∫ 𝑒 𝑑𝑥
0 (𝑒 2𝑥 + 1)𝑛

Substitution: 𝑒 𝑥 = 𝑢, 𝑒 𝑥 𝑑𝑥 = 𝑑𝑢, when 𝑥 = 0, 𝑢 = 1; when 𝑥 = ∞, 𝑢 = ∞

∞
𝑢𝑛−1
𝐼=∫ 𝑑𝑢
0 (𝑢2 + 1)𝑛

Substitution: 𝑢 = tan 𝜃 , 𝑑𝑢 = sec 2 𝜃 𝑑𝜃, when 𝑢 = 0, 𝜃 = 0; when 𝑢 = tan 𝜃 = 1, 𝜃 = 𝜋⁄2

9
 𝜋⁄2 (sin
𝜃 ⁄cos 𝜃)𝑛−1
𝐼=∫ sec 2 𝜃 𝑑𝜃
0 (tan2 𝜃 + 1)𝑛
𝜋 ⁄2
sin𝑛−1 𝜃 sec 𝑛−1 𝜃
=∫ sec 2 𝜃 𝑑𝜃
0 sec 2𝑛 𝜃
𝜋 ⁄2
1
= ∙ 2 ∫ (sin𝑛−1 𝜃 cos𝑛−1 𝜃)𝑑𝜃
2 0

1 𝑛 𝑛
= 𝐵( , )
2 2 2
∞
𝑑𝑥 1 𝑛 𝑛
⟹ ∫ = 𝐵( , ) 𝑃𝑟𝑜𝑣𝑒𝑑
0 (𝑒 𝑥 + 𝑒 −𝑥 )𝑛 2 2 2
∞
𝑥 𝑛⁄2−1 1 𝑛 3𝑛
𝑷𝒓𝒐𝒃𝒍𝒆𝒎 𝟏𝟑. Prove that ∫ 2 𝑛
𝑑𝑥 = 𝐵 ( , )
0 (𝑥 + 1) 2 4 4
∞
𝑥 𝑛⁄2−1
𝑆𝑜𝑙𝑢𝑡𝑖𝑜𝑛: Let ∫ 𝑑𝑥 = 𝐼
0 (𝑥 2 + 1)𝑛

Substitution: 𝑥 = tan 𝜃 , 𝑑𝑥 = sec 2 𝜃 𝑑𝜃, when 𝑥 = 0, 𝜃 = 0; when 𝑥 = tan 𝜃 = 1, 𝜃 = 𝜋⁄2

𝜋⁄2 (sin
𝜃 ⁄cos 𝜃)𝑛⁄2−1
𝐼=∫ sec 2 𝜃 𝑑𝜃
0 (tan2 𝜃 + 1)𝑛

𝜋⁄2 (sin
𝜃⁄cos 𝜃 )𝑛⁄2−1
=∫ sec 2 𝜃 𝑑𝜃
0 sec 2𝑛 𝜃
𝜋 ⁄2
=∫ (sin 𝜃)𝑛⁄2−1 (cos 𝜃)3𝑛⁄2−1 𝑑𝜃
0

𝜋 ⁄2
1
= ∙ 2 ∫ (sin 𝜃)2(𝑛⁄4)−1 (cos 𝜃)2(3𝑛⁄4)−1 𝑑𝜃
2 0

1 𝑛 3𝑛
= 𝐵( , )
2 4 4
∞
𝑥 𝑛⁄2−1 1 𝑛 3𝑛
⟹ ∫ 𝑑𝑥 = 𝐵 ( , ) 𝑃𝑟𝑜𝑣𝑒𝑑
0 (𝑥 2 + 1)𝑛 2 4 4
∞
𝑢𝑚−1
Alternate method: (making use of the definition 𝐵(𝑚, 𝑛) = ∫ 𝑑𝑢 )
0 (1 + 𝑢)𝑚+𝑛

∞
𝑥 𝑛⁄2−1 1 ∞ 𝑥 𝑛⁄2−2
Given integral = ∫ 𝑑𝑥 = ∫ ∙ 2𝑥𝑑𝑥
0 (𝑥 2 + 1)𝑛 2 0 (𝑥 2 + 1)𝑛

1 ∞ 𝑦 𝑛⁄4−1
= ∫ 𝑑𝑦 (where 𝑦 = 𝑥 2 )
2 0 (𝑦 + 1)𝑛

1 ∞ 𝑦 𝑝−1 𝑛 𝑛 3𝑛
= ∫ 𝑑𝑦 (𝑝 − 1 = − 1, 𝑝 + 𝑞 = 𝑛 ⟹ 𝑝= ,𝑞 = )
2 0 (𝑦 + 1)𝑝+𝑞 4 4 4

1
= 𝐵(𝑝, 𝑞)
2
1 𝑛 3𝑛
= 𝐵( , )
2 4 4
∞
𝑥 𝑛⁄2−1 1 𝑛 3𝑛
⟹ ∫ 𝑑𝑥 = 𝐵 ( , ) 𝑃𝑟𝑜𝑣𝑒𝑑
0 (𝑥 2 + 1)𝑛 2 4 4

𝑷𝒓𝒐𝒃𝒍𝒆𝒎 𝟏𝟒. Prove that 𝐵(𝑚, 𝑛) = 𝐵(𝑚 + 1, 𝑛) + 𝐵(𝑚, 𝑛 + 1)

10
𝑆𝑜𝑙𝑢𝑡𝑖𝑜𝑛: 𝑅𝐻𝑆 = 𝐵(𝑚 + 1, 𝑛) + 𝐵(𝑚, 𝑛 + 1)

Γ(𝑚 + 1)Γ(𝑛) Γ(𝑚)Γ(𝑛 + 1)

= +
Γ(𝑚 + 1 + 𝑛) Γ(𝑚 + 𝑛 + 1)

𝑚Γ(𝑚)Γ(𝑛) Γ(𝑚)𝑛Γ(𝑛)
= +
Γ(𝑚 + 1 + 𝑛) Γ(𝑚 + 𝑛 + 1)

Γ(𝑚)Γ(𝑛)
= (𝑚 + 𝑛) ( )
Γ(𝑚 + 1 + 𝑛)

Γ(𝑚)Γ(𝑛)
= (𝑚 + 𝑛) ( )
(𝑚 + 𝑛)Γ(𝑚 + 𝑛)

Γ(𝑚)Γ(𝑛)
=
Γ(𝑚 + 𝑛)

= 𝐵(𝑚, 𝑛) = 𝐿𝐻𝑆

⟹ 𝐵(𝑚, 𝑛) = 𝐵(𝑚 + 1, 𝑛) + 𝐵(𝑚, 𝑛 + 1) 𝑃𝑟𝑜𝑣𝑒𝑑

∞
𝑥 2 (𝑥 3 − 1)
𝑷𝒓𝒐𝒃𝒍𝒆𝒎 𝟏𝟓. Evaluate ∫ 𝑑𝑥
0 (1 + 𝑥 3 )5
∞
𝑥 5 (𝑥 3 − 1)
𝑆𝑜𝑙𝑢𝑡𝑖𝑜𝑛: Let ∫ 𝑑𝑥 = 𝐼
0 (1 + 𝑥 3 )5

1
𝑆𝑢𝑏𝑠𝑡𝑖𝑡𝑢𝑡𝑖𝑜𝑛: 𝑥 3 = 𝑦, 3𝑥 2 𝑑𝑥 = 𝑑𝑦, 𝑥 5 𝑑𝑥 = 𝑦𝑑𝑦
3
1 ∞ 𝑦−1
𝐼= ∫ 𝑦𝑑𝑦
3 0 (1 + 𝑦)5
∞ ∞
𝑦 1
3𝐼 = ∫ 5 𝑦𝑑𝑦 − ∫ 𝑦𝑑𝑦
0 (1 + 𝑦) 0 (1 + 𝑦)5
∞ ∞
𝑦2 𝑦
=∫ 𝑑𝑦 − ∫ 𝑑𝑦
0 (1 + 𝑦)5 0 (1 + 𝑦)5

∞
𝑢𝑚−1
= 𝐵(3, 2) − 𝐵(2, 3) (∫ 𝑑𝑢 = 𝐵(𝑚, 𝑛))
0 (1 + 𝑢)𝑚+𝑛

=0 (𝐵(𝑚, 𝑛) = 𝐵(𝑛, 𝑚))

∞
𝑥 5 (𝑥 3 − 1)
⟹ ∫ 𝑑𝑥 = 0 𝑃𝑟𝑜𝑣𝑒𝑑
0 (1 + 𝑥 3 )5
∞
√𝑥
𝑷𝒓𝒐𝒃𝒍𝒆𝒎 𝟏𝟔. Evaluate ∫ 𝑑𝑥
0 𝑥2 + 4𝑥 + 4
∞ ∞
√𝑥 𝑥½
𝑆𝑜𝑙𝑢𝑡𝑖𝑜𝑛: ∫ 𝑑𝑥 = ∫ 2 𝑑𝑥
0 𝑥2 + 4𝑥 + 4 0 (𝑥 + 2)

𝑥 ½
∞ √2 (2)
=∫ 2 𝑑𝑥
0 𝑥
4 ( + 1)
2
∞
1 𝑦½ 𝑥
= ∫ ∙ 2𝑑𝑦 (𝑦 = )
2√2 0 (𝑦 + 1)2 2

1 ∞
𝑦 (3⁄2)−1
= ∫ 𝑑𝑦
√2 0 (𝑦 + 1)(3⁄2)+(1⁄2)

11
 3 1 Γ(3⁄2)Γ(1⁄2)
= 𝐵( , ) =
2 2 Γ(2)

(1⁄2)Γ(1⁄2) ∙ Γ(1⁄2)
=
Γ(2)

(1⁄2)√𝜋 ∙ √𝜋 𝜋
= =
1 2
𝜋
𝐴𝑛𝑠:
2
𝜋 ⁄2
𝜋 𝑛𝜋
𝑷𝒓𝒐𝒃𝒍𝒆𝒎 𝟏𝟕. Show that ∫ tan𝑛 𝑥 𝑑𝑥 = sec
0 2 2
𝜋 ⁄2 𝜋 ⁄2
sin𝑛 𝑥
𝑆𝑜𝑙𝑢𝑡𝑖𝑜𝑛: 𝐿𝐻𝑆 = ∫ 𝑛
𝑑𝑥 = ∫ sin𝑛 𝑥 cos−𝑛 𝑥 𝑑𝑥
0 cos 𝑥 0

𝜋 ⁄2
1
= ∙ 2 ∫ sin2((𝑛⁄2)+½)−1 𝑥 cos2((−𝑛⁄2)+½)−1 𝑥 𝑑𝑥
2 0

1 𝑛 1 𝑛 1
= ∙ 2𝐵 ( + , − + )
2 2 2 2 2
1 𝑛 1 𝑛 1
= 𝐵( + ,− + )
2 2 2 2 2
1 𝑛 1
= 𝐵(𝑚, 1 − 𝑚 ) (where 𝑚 = + )
2 2 2
1 Γ(𝑚)Γ(1 − 𝑚)
= ∙ = Γ(𝑚)Γ(1 − 𝑚)
2 Γ(𝑚 + 1 − 𝑚)
1 𝜋
= ∙
2 sin 𝑚𝜋
1 𝜋 𝑛 1 𝑛𝜋 𝜋 𝑛𝜋
= ∙ (sin 𝑚𝜋 = sin [( + ) 𝜋] = sin ( + ) = cos )
2 cos 𝑛𝜋 2 2 2 2 2
2
𝜋 𝑛𝜋
= sec = 𝑅𝐻𝑆
2 2
𝜋 ⁄2
𝜋 𝑛𝜋
⟹ ∫ tan𝑛 𝑥 𝑑𝑥 = sec 𝑃𝑟𝑜𝑣𝑒𝑑
0 2 2
∞
Γ(𝑛) 𝑏
𝑷𝒓𝒐𝒃𝒍𝒆𝒎 𝟏𝟖. For 𝑎, 𝑏 > 0, show that ∫ 𝑒 −𝑎𝑥 𝑥 𝑛−1 cos 𝑏𝑥 𝑑𝑥 = cos (𝑛 tan−1 )
0 √(𝑎2 + 𝑏 2 )𝑛 𝑎

∞
𝑆𝑜𝑙𝑢𝑡𝑖𝑜𝑛: We will evaluate ∫ 𝑒 −𝑎𝑥 𝑥 𝑛−1 𝑒 𝑖𝑏𝑥 𝑑𝑥 (= 𝐼, say) (cos 𝜑 = Re(𝑒 𝑖𝜑 ))
0

∞
𝐼 = ∫ 𝑒 −(𝑎−𝑖𝑏)𝑥 𝑥 𝑛−1 𝑑𝑥
0

𝑑𝑧
Substitution: (𝑎 − 𝑖𝑏)𝑥 = 𝑧, 𝑑𝑥 =
𝑎 − 𝑖𝑏
∞ 𝑛−1 𝑑𝑧
𝑧
𝐼 = ∫ 𝑒 −𝑧 ( )
0 𝑎 − 𝑖𝑏 𝑎 − 𝑖𝑏
∞
1
= 𝑛
∫ 𝑒 −𝑧 𝑧 𝑛−1 𝑑𝑧
(𝑎 − 𝑖𝑏) 0

1 𝑏
= Γ(𝑛) (𝑅 = |𝑎 + 𝑖𝑏|, tan 𝜑 = )
(𝑅𝑒 −𝑖𝜑 )𝑛 𝑎

12
 𝑒 𝑖𝑛𝜑
= Γ(𝑛)
𝑅𝑛
cos 𝑛𝜑 + 𝑖 sin 𝑛𝜑
= Γ(𝑛) (𝑅𝑛 = |𝑎 − 𝑏|𝑛 = √(𝑎2 + 𝑏 2 )𝑛 )
√(𝑎2 + 𝑏 2 )𝑛

Γ(𝑛) Γ(𝑛)
=( cos 𝑛𝜑) + 𝑖 ( sin 𝑛𝜑) … … [1]
√(𝑎2 + 𝑏 2 )𝑛 √(𝑎2 + 𝑏 2 )𝑛
∞
Now we expand 𝐼 (= ∫ 𝑒 −𝑎𝑥 𝑥 𝑛−1 𝑒 𝑖𝑏𝑥 𝑑𝑥 ):
0

∞
𝐼 = ∫ 𝑒 −𝑎𝑥 𝑥 𝑛−1 (cos 𝑏𝑥 + 𝑖 sin 𝑏𝑥)𝑑𝑥
0

∞ ∞
= (∫ 𝑒 −𝑎𝑥 𝑥 𝑛−1 cos 𝑏𝑥 𝑑𝑥) + 𝑖 (∫ 𝑒 −𝑎𝑥 𝑥 𝑛−1 sin 𝑏𝑥 𝑑𝑥 ) … … [2]
0 0

From [1] and [2], on comparing real parts

∞
Γ(𝑛) 𝑏
∫ 𝑒 −𝑎𝑥 𝑥 𝑛−1 cos 𝑏𝑥 𝑑𝑥 = cos 𝑛𝜑 (where 𝜑 = tan−1 )
0 √(𝑎2 + 𝑏 2 )𝑛 𝑎

∞
Γ(𝑛) 𝑏
⟹ ∫ 𝑒 −𝑎𝑥 𝑥 𝑛−1 cos 𝑏𝑥 𝑑𝑥 = cos (𝑛 tan−1 ) 𝑃𝑟𝑜𝑣𝑒𝑑
0 √(𝑎2 + 𝑏 2 )𝑛 𝑎

1
𝑥 𝑚−1 + 𝑥 𝑛−1
𝑷𝒓𝒐𝒃𝒍𝒆𝒎 𝟏𝟗. Prove that ∫ 𝑑𝑥 = 𝐵(𝑚, 𝑛)
0 (𝑥 + 1)𝑚+𝑛
∞
𝑥 𝑚−1
𝑆𝑜𝑙𝑢𝑡𝑖𝑜𝑛: We know 𝐵(𝑚, 𝑛) = ∫ 𝑑𝑥 , also, 𝐵(𝑚, 𝑛) = 𝐵(𝑛, 𝑚)
0 (𝑥 + 1)𝑚+𝑛

2𝐵(𝑚, 𝑛) = 𝐵(𝑚, 𝑛) + 𝐵(𝑛, 𝑚)

∞ ∞
𝑥 𝑚−1 𝑛𝑚−1
=∫ 𝑚+𝑛
𝑑𝑥 + ∫ 𝑚+𝑛 𝑑𝑥
0 (𝑥 + 1) 0 (𝑥 + 1)

∞
𝑥 𝑚−1 + 𝑥 𝑛−1
=∫ 𝑑𝑥
0 (𝑥 + 1)𝑚+𝑛
1 ∞ 𝑚−1
𝑥 𝑚−1 + 𝑥 𝑛−1 𝑥 + 𝑥 𝑛−1
=∫ 𝑚+𝑛
𝑑𝑥 + ∫ 𝑑𝑥
0 (𝑥 + 1) 1 (𝑥 + 1)𝑚+𝑛

1 𝑛−1
1
𝑥 𝑚−1 + 𝑥 𝑛−1 0( ) + (1/𝑦)𝑚−1 1 1 1
𝑦
=∫ 𝑑𝑥 + ∫ 𝑚+𝑛 (− 2 ) 𝑑𝑦 (substitution: 𝑥 = , 𝑑𝑥 = − 2 𝑑𝑦)
0 (𝑥 + 1)𝑚+𝑛 1 1 𝑦 𝑦 𝑦
( + 1)
𝑦
1 1 𝑛−1
𝑥 𝑚−1 + 𝑥 𝑛−1 𝑦 + 𝑦 𝑚−1
=∫ 𝑑𝑥 + ∫ 𝑚+𝑛 𝑑𝑦
0 (𝑥 + 1)𝑚+𝑛 0 (1 + 𝑦)

1 1 𝑛−1
𝑥 𝑚−1 + 𝑥 𝑛−1 𝑥 + 𝑥 𝑚−1
=∫ 𝑚+𝑛
𝑑𝑥 + ∫ 𝑚+𝑛 𝑑𝑥
0 (𝑥 + 1) 0 (1 + 𝑥)

1
𝑥 𝑚−1 + 𝑥 𝑛−1
= 2∫ 𝑑𝑥
0 (𝑥 + 1)𝑚+𝑛
1
𝑥 𝑚−1 + 𝑥 𝑛−1
⟹ 𝐵(𝑚, 𝑛) = ∫ 𝑑𝑥 𝑃𝑟𝑜𝑣𝑒𝑑
0 (𝑥 + 1)𝑚+𝑛
𝜋 ⁄2 𝜋 ⁄2
𝑷𝒓𝒐𝒃𝒍𝒆𝒎 𝟏𝟗. Show that ∫ √sin 𝑥 𝑑𝑥 × ∫ √csc 𝑥 𝑑𝑥 = 𝜋
0 0

13
 𝜋 ⁄2 𝜋 ⁄2
𝑆𝑜𝑙𝑢𝑡𝑖𝑜𝑛: Let 𝐺 = ∫ √sin 𝑥 𝑑𝑥 , 𝐻 = ∫ √csc 𝑥 𝑑𝑥
0 0

𝜋 ⁄2
𝐺=∫ (sin 𝑥)1⁄2 (cos 𝑥)0 𝑑𝑥
0

𝜋 ⁄2
=∫ (sin 𝑥)1⁄2 (cos 𝑥)0 𝑑𝑥
0

𝜋 ⁄2
1 where 2𝑚 − 1 = ½, 2𝑛 − 1 = 0
= ∙ 2 ∫ (sin 𝑥)2𝑚−1 (cos 𝑥)2𝑛−1 𝑑𝑥 = ½𝐵(𝑚, 𝑛) ( )
2 0 ⟹ 𝑚 = ¾, 𝑛 = ½

= ½𝐵(¾, ½)
𝜋 ⁄2
𝐻=∫ √csc 𝑥 𝑑𝑥
0

𝜋 ⁄2
=∫ (sin 𝑥)−1⁄2 (cos 𝑥)0 𝑑𝑥
0

𝜋 ⁄2
=∫ (sin 𝑥)−1⁄2 (cos 𝑥)0 𝑑𝑥
0

𝜋 ⁄2
1 where 2𝑝 − 1 = −½, 2𝑞 − 1 = 0
= ∙ 2 ∫ (sin 𝑥)2𝑝−1 (cos 𝑥)2𝑞−1 𝑑𝑥 = ½𝐵(𝑝, 𝑞) ( )
2 0
⟹ 𝑝 = ¼, 𝑞 = ½

= ½𝐵(¼, ½)
𝜋 ⁄2 𝜋 ⁄2
∫ √sin 𝑥 𝑑𝑥 × ∫ √csc 𝑥 𝑑𝑥 = 𝐺𝐻 = ½𝐵(¾, ½) ∙ ½𝐵(¼, ½)
0 0

1 Γ(¾) ∙ Γ(½) 1 Γ(¼) ∙ Γ(½)

= ∙ × ∙
2 Γ(¾ + ½) 2 Γ(¼ + ½)

1 Γ(¾) ∙ Γ(½) 1 Γ(¼) ∙ Γ(½)

= ∙ × ∙
2 Γ(5⁄4) 2 Γ(¾)

1 Γ(¾) ∙ Γ(½) 1 Γ(¼) ∙ Γ(½)

= ∙ × ∙ = Γ(½)2
2 ¼Γ(¼) 2 Γ(¾)

=𝜋
𝜋 ⁄2 𝜋 ⁄2
⟹ ∫ √sin 𝑥 𝑑𝑥 × ∫ √csc 𝑥 𝑑𝑥 = 𝐺𝐻 = 𝜋 𝑆ℎ𝑜𝑤𝑛
0 0

1
𝑑𝑥 1 1
𝑷𝒓𝒐𝒃𝒍𝒆𝒎 𝟐𝟎. Show that ∫ = 𝛤 (1 + ) 𝛤 (1 − )
0 (1 + 𝑥 𝑛 )1⁄𝑛 𝑛 𝑛
1
𝑑𝑥
𝑆𝑜𝑙𝑢𝑡𝑖𝑜𝑛: Let ∫ =𝐼
0 (1 + 𝑥 𝑛 )1⁄𝑛
1 (1⁄
𝑛)𝑦 1⁄𝑛−1 𝑑𝑦 1 1⁄𝑛−1
𝐼=∫ (substitution: 𝑥 𝑛 = 𝑦, 𝑥 = 𝑦 1⁄𝑛 , 𝑑𝑥 = 𝑦 𝑑𝑦)
0 (1 + 𝑦)1⁄𝑛 𝑛

1 1 1⁄𝑛−1
= ∫ 𝑦 (1 + 𝑦)−1⁄𝑛 𝑑𝑦
𝑛 0

1 1 𝑝−1 where 𝑝 − 1 = 1⁄𝑛 − 1, 𝑞 − 1 = − 1⁄𝑛

= ∫ 𝑦 (1 + 𝑦)𝑞−1 𝑑𝑦 ( )
𝑛 0 ⟹ 𝑝 = 1⁄𝑛 , 𝑞 = 1 − 1⁄𝑛

1 1
1 1 Γ(𝑝)Γ(𝑞) 1 Γ (𝑛) Γ (1 − 𝑛)
= 𝐵(𝑝, 𝑞) = ∙ = ∙
𝑛 𝑛 Γ(𝑝 + 𝑞) 𝑛 Γ (1 + 1 − 1 )
𝑛 𝑛

14
 1 1 1
= Γ ( ) ∙ Γ (1 − )
𝑛 𝑛 𝑛
1 1
= Γ (1 + ) Γ (1 − )
𝑛 𝑛
1
𝑑𝑥 1 1
⟹ ∫ 𝑛 1⁄ 𝑛
= 𝐼 = Γ (1 + ) Γ (1 − ) 𝑆ℎ𝑜𝑤𝑛
0 (1 + 𝑥 ) 𝑛 𝑛

~~~~~~ ××× ~~~~~~

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