Beta function

Beta function
In mathematics, the beta function, also called the Euler integral of the first kind, is a special function defined by

for The beta function was studied by Euler and Legendre and was given its name by Jacques Binet; its symbol is a Greek capital rather than the similar Latin capital b.

Properties
The beta function is symmetric, meaning that

When x and y are positive integers, it follows trivially from the definition of the gamma function

that:

It has many other forms, including:

where particular

is a truncated power function and the star denotes convolution. The second identity shows in . 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 and 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:

Beta function Moreover, for integer n, k: can be integrated to give a closed form, an interpolation function for continuous values of

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

Hence

The stated identity may be seen as a particular case of the identity for the integral of a convolution. Taking and , one has: .

Derivatives
We have

where

is the digamma function.

Integrals
The NrlundRice 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

Beta function

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:

Properties

Calculation
Even if unavailable directly, the complete and incomplete Beta function values can be calculated using functions commonly included in spreadsheet or Computer algebra systems. With Excel as an example, using the GammaLn and (cumulative) Beta distribution functions, we have: Complete Beta Value = Exp(GammaLn(a) + GammaLn(b) - GammaLn(a + b)) and, Incomplete Beta Value = BetaDist(x, a, b) * Exp(GammaLn(a) + GammaLn(b) - GammaLn(a + b)). These result from rearranging the formulae for the Beta distribution, and the incomplete beta and complete beta functions, which can also be defined as the ratio of the logs as above. Similarly, in MATLAB and GNU Octave, betainc (Incomplete beta function) computes 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 function

References
Askey, R. A.; Roy, R. (2010), "Beta function" [1], in Olver, Frank W. J.; Lozier, Daniel M.; Boisvert, Ronald F. et al., NIST Handbook of Mathematical Functions, Cambridge University Press, ISBN978-0521192255, MR2723248 M. Zelen and N. C. Severo. in Milton Abramowitz and Irene A. Stegun, eds. Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables. New York: Dover, 1972. (See 6.2, 6.6, and 26.5)
[2]

Paris, R. B. (2010), "Incomplete beta functions" [3], in Olver, Frank W. J.; Lozier, Daniel M.; Boisvert, Ronald F. et al., NIST Handbook of Mathematical Functions, Cambridge University Press, ISBN978-0521192255, MR2723248 Press, WH; Teukolsky, SA; Vetterling, WT; Flannery, BP (2007), "Section 6.1 Gamma Function, Beta Function, Factorials" [4], Numerical Recipes: The Art of Scientific Computing (3rd ed.), New York: Cambridge University Press, ISBN978-0-521-88068-8

External links
Evaluation of beta function using Laplace transform [5] on PlanetMath Arbitrarily accurate values can be obtained from: The Wolfram Functions Site [6]: Evaluate Beta Regularized Incomplete beta [7] danielsoper.com: Incomplete Beta Function Calculator [8], Regularized Incomplete Beta Function Calculator
[9]

References
[1] [2] [3] [4] [5] [6] [7] [8] [9] http:/ / dlmf. nist. gov/ 5. 12 http:/ / www. math. sfu. ca/ ~cbm/ aands/ page_258. htm http:/ / dlmf. nist. gov/ 8. 17 http:/ / apps. nrbook. com/ empanel/ index. html?pg=256 http:/ / planetmath. org/ ?op=getobj& amp;from=objects& amp;id=6206 http:/ / functions. wolfram. com http:/ / functions. wolfram. com/ webMathematica/ FunctionEvaluation. jsp?name=BetaRegularized http:/ / www. danielsoper. com/ statcalc/ calc36. aspx http:/ / www. danielsoper. com/ statcalc/ calc37. aspx

Article Sources and Contributors

Article Sources and Contributors

Beta function Source: http://en.wikipedia.org/w/index.php?oldid=465985121 Contributors: A. Pichler, Akurn, Albmont, AnRtist, Andre Engels, Arabani, Avihu, Bo Jacoby, CRGreathouse, Charles Matthews, Damian Yerrick, DeadEyeArrow, Deepmath, Djozwebo, Dysprosia, Dzordzm, Eric Kvaalen, Fintor, Fnielsen, Fredrik, Giftlite, Gildos, GregorB, Gurch, Headbomb, Helder Ribeiro, HenningThielemann, Herbee, Jmeppley, JordiGH, Joule36e5, Jpod2, Jtico, Jugger90, Karho.Yau, Kiensvay, Kotasik, L33tsk33t3r, Linas, Loodog, Lumidek, MagnaMopus, MarkSweep, Melcombe, Michael Hardy, MrOllie, Niceguyedc, Nog33, Oleg Alexandrov, PAR, PMajer, PV=nRT, Pabristow, Qwfp, R.e.b., RL0919, Rar, RobHar, Romanm, Rorro, Ruud Koot, ServiceAT, Stan Lioubomoudrov, Surfo, TakuyaMurata, Tarquin, Tarret, Tomfy, TomyDuby, Wasbeer, Wdvorak, Wile E. Heresiarch, 92 anonymous edits

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