Beta function
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In mathematics, the beta function, also called the Euler integral of the first kind, is a special function defined by
for Re x > 0, Re y > 0.
The beta function was studied by Euler and Legendre and was given its name by Jacques Binet; its symbol Β is a Greek capital beta rather than the similar Latin capital B or the Greek lowercase β.
Properties
The beta function is symmetric, meaning that[1]
A key property of the Beta function is its relationship to the gamma function; proof is given below in the section on relationship between gamma function and beta function[1]
When x and y are positive integers, it follows from the definition of the gamma function Γ that:[2]
The Beta function satisfies several interesting identities, including
where t ↦ tx
+ is a truncated power function and the star denotes convolution.
The lowermost identity above shows in particular Γ(1 / 2) = √π. 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.
Just as the gamma function for integers describes factorials, the beta function can define a binomial coefficient after adjusting indices:
Moreover, for integer n, Β can be factored 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
A simple derivation of the relation can be found in Emil Artin's book The Gamma Function, page 18–19.[3]
To derive the integral representation of the beta function, write the product of two factorials as
Changing variables by u = f(z,t) = zt and v = g(z,t) = z(1 − t) shows that this is
where |J(z,t)| is the absolute value of the Jacobian determinant of u = f(z,t) and v = g(z,t).
The stated identity may be seen as a particular case of the identity for the integral of a convolution. Taking
one has:
Derivatives
We have
where ψ(x) is the digamma function.
Integrals
The Nörlund–Rice integral is a contour integral involving the beta function.
Approximation
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:
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:
Properties
Multivariate beta function
The beta function can be extended to a function with more than two arguments:
This multivariate beta function is used in the definition of the Dirichlet distribution.
Software implementation
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 + b) - GammaLn(a) - GammaLn(b))
.
These result follow from the properties listed above.
Similarly, betainc
(incomplete beta function) in MATLAB and GNU Octave, pbeta
(probability of beta distribution) in R, or special.betainc
in Python's SciPy package 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.
See also
- Beta distribution
- Binomial distribution
- Beta-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 general references, but it lacks sufficient corresponding inline citations. (November 2010) |
References
- ^ a b Davis (1972) 6.2.2 p.258
- ^ Davis (1972) 6.2.1 p.258
- ^ Artin, Emil. The Gamma Function (PDF). pp. 18–19.
- Askey, R. A.; Roy, R. (2010), "Beta function", in Olver, Frank W. J.; Lozier, Daniel M.; Boisvert, Ronald F.; Clark, Charles W. (eds.), NIST Handbook of Mathematical Functions, Cambridge University Press, ISBN 978-0-521-19225-5, MR 2723248.
- Zelen, M.; Severo, N. C. (1972), "26. Probability functions", in Abramowitz, Milton; Stegun, Irene A. (eds.), 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. (eds.), 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. (eds.), NIST Handbook of Mathematical Functions, Cambridge University Press, ISBN 978-0-521-19225-5, MR 2723248.
- Press, W. H.; 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
External links
- "Beta-function", Encyclopedia of Mathematics, EMS Press, 2001 [1994]
- "Evaluation of beta function using Laplace transform". PlanetMath.
- Arbitrarily accurate values can be obtained from: