B.16 GAMMA FUNCTIONS

Definition: Gamma Function The gamma function is the following definite integral:

(B.84) Numbered Display Equation

where inline (though we only consider real values in this book).

It has the following property: inline, and for inline:

(B.85) Numbered Display Equation

For noninteger numbers a, the gamma function can be viewed as an extension of the factorial function. A plot of inline is provided in Figure B.11. Observe that for negative integers, the function alternates between inline, and for positive integers it is the factorial function (with argument shifted down by one), as given in (B.85). It can also be shown that for inline:

Figure B.11 Gamma function .

(B.86)

with and . The Euler–Masheroni constant (described later) is related to the gamma ...

Get Probability, Random Variables, and Random Processes: Theory and Signal Processing Applications now with the O’Reilly learning platform.

O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.