The beta function is symmetric, meaning that
When x and y are positive integers, it follows from the definition of the gamma function that:
It has many other forms, including:
The Beta function has several interesting properties, including
where is a truncated power function and the star denotes convolution. The lowermost identity above shows in particular . Some of these identities, e.g. the trigonometric formula, can be applied to deriving the volume of an n-ball in Cartesian coordinates.
Euler's integral for the beta function may be converted into an integral over the Pochhammer contour C as
This Pochhammer contour integral converges for all values of α and β and so gives the analytic continuation of the beta function.
Moreover, for integer n, can be integrated to give a closed form, an interpolation function for continuous values of k:
The beta function was the first known scattering amplitude in string theory, first conjectured by Gabriele Veneziano. It also occurs in the theory of the preferential attachment process, a type of stochastic urn process.
Relationship between gamma function and beta function
To derive the integral representation of the beta function, write the product of two factorials as
Changing variables by putting u=zt, v=z(1-t) shows that this is
The stated identity may be seen as a particular case of the identity for the integral of a convolution. Taking
- and , one has:
where is the digamma function.
The Nörlund–Rice integral is a contour integral involving the beta function.
Stirling's approximation gives the asymptotic formula
for large x and large y. If on the other hand x is large and y is fixed, then
Incomplete beta function
The incomplete beta function, a generalization of the beta function, is defined as
For x = 1, the incomplete beta function coincides with the complete beta function. The relationship between the two functions is like that between the gamma function and its generalization the incomplete gamma function.
The regularized incomplete beta function (or regularized beta function for short) is defined in terms of the incomplete beta function and the complete beta function:
Working out the integral (one can use integration by parts) for integer values of a and b, one finds:
The regularized incomplete beta function is the cumulative distribution function of the Beta distribution, and is related to the cumulative distribution function of a random variable X from a binomial distribution, where the "probability of success" is p and the sample size is n:
Multivariate beta function
The beta function can be extended to a function with more than two arguments, used in the definition of the Dirichlet distribution:
Even if unavailable directly, the complete and incomplete beta function values can be calculated using functions commonly included in spreadsheet or computer algebra systems. In Excel, for example, the complete beta value can be calculated from the GammaLn function:
- Value = Exp(GammaLn(a) + GammaLn(b) − GammaLn(a + b))
An incomplete beta value can be calculated as:
- Value = BetaDist(x, a, b) * Exp(GammaLn(a) + GammaLn(b) − GammaLn(a + b)).
These result follow from the properties listed above.
Similarly, in MATLAB and GNU Octave, betainc (incomplete beta function), or in R, pbeta (probability of beta distribution) compute the regularized incomplete beta function—which is, in fact, the cumulative beta distribution—and so, to get the actual incomplete beta function, one must multiply the result of betainc by the result returned by the corresponding beta function.
- Beta distribution
- Binomial distribution
- Jacobi sum, the analogue of the beta function over finite fields.
- Negative binomial distribution
- Yule–Simon distribution
- Uniform distribution (continuous)
- Gamma function
- Dirichlet distribution
||This article includes a list of references, related reading or external links, but its sources remain unclear because it lacks inline citations. (November 2010)|
- Davis (1972) 6.2.2 p.258
- Davis (1972) 6.2.1 p.258
- Askey, R. A.; Roy, R. (2010), "Beta function", in Olver, Frank W. J.; Lozier, Daniel M.; Boisvert, Ronald F.; Clark, Charles W., NIST Handbook of Mathematical Functions, Cambridge University Press, ISBN 978-0521192255, MR 2723248
- Zelen, M.; Severo, N. C. (1972), "26. Probability functions", in Abramowitz, Milton; Stegun, Irene A., Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables, New York: Dover Publications, pp. 925–995, ISBN 978-0-486-61272-0
- Davis, Philip J. (1972), "6. Gamma function and related functions", in Abramowitz, Milton; Stegun, Irene A., Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables, New York: Dover Publications, ISBN 978-0-486-61272-0
- Paris, R. B. (2010), "Incomplete beta functions", in Olver, Frank W. J.; Lozier, Daniel M.; Boisvert, Ronald F.; Clark, Charles W., NIST Handbook of Mathematical Functions, Cambridge University Press, ISBN 978-0521192255, MR 2723248
- Press, WH; Teukolsky, SA; Vetterling, WT; Flannery, BP (2007), "Section 6.1 Gamma Function, Beta Function, Factorials", Numerical Recipes: The Art of Scientific Computing (3rd ed.), New York: Cambridge University Press, ISBN 978-0-521-88068-8
- Hazewinkel, Michiel, ed. (2001), "Beta-function", Encyclopedia of Mathematics, Springer, ISBN 978-1-55608-010-4
- Evaluation of beta function using Laplace transform, PlanetMath.org.
- Arbitrarily accurate values can be obtained from: