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{{About|Euler beta function}}
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[[File:Beta function contour plot.png|thumb|[[Contour plot]] of the beta function]]
[[File:Beta function on real plane.png|thumb|A plot of the beta function for positive x and y values]]
In [[mathematics]], the '''beta function''', also called the [[Euler integral (disambiguation)|Euler integral]]  of the first kind, is a [[special function]] defined by
 
:<math>
\mathrm{\Beta}(x,y) = \int_0^1t^{x-1}(1-t)^{y-1}\,\mathrm{d}t
\!</math>
 
for <math>\textrm{Re}(x), \textrm{Re}(y) > 0.\,</math>
<!-- The \, is to keep the formula rendered as PNG instead of HTML. Please don't remove it.-->
 
The beta function was studied by [[Leonhard Euler|Euler]] and [[Adrien-Marie Legendre|Legendre]] and was given its name by [[Jacques Philippe Marie Binet|Jacques Binet]]; its symbol Β is a [[Greek alphabet|Greek]] capital [[β]] rather than the similar [[Latin alphabet|Latin]] capital [[B]].
 
== Properties ==
The beta function is [[symmetric function|symmetric]], meaning that
 
:<math>
\Beta(x,y) = \Beta(y,x).
\!</math><ref name=Davis622>Davis (1972) 6.2.2 p.258</ref>
 
When x and y are positive integers, it follows from the definition of the [[gamma function]] <math>\Gamma\ </math> that:
 
:<math>
\Beta(x,y)=\dfrac{(x-1)!\,(y-1)!}{(x+y-1)!}
\!</math>
 
It has many other forms, including:
 
:<math>
\Beta(x,y)=\dfrac{\Gamma(x)\,\Gamma(y)}{\Gamma(x+y)}
\!</math><ref name=Davis622/>
 
:<math>
\Beta(x,y) =
  2\int_0^{\pi/2}(\sin\theta)^{2x-1}(\cos\theta)^{2y-1}\,\mathrm{d}\theta,
  \qquad \mathrm{Re}(x)>0,\ \mathrm{Re}(y)>0
\!</math><ref name=Davis621/>
 
:<math>
\Beta(x,y) =
  \int_0^\infty\dfrac{t^{x-1}}{(1+t)^{x+y}}\,\mathrm{d}t,
  \qquad \mathrm{Re}(x)>0,\ \mathrm{Re}(y)>0
\!</math><ref name=Davis621>Davis (1972) 6.2.1 p.258</ref>
 
:<math>
\Beta(x,y) =
  \sum_{n=0}^\infty \dfrac{{n-y \choose n}} {x+n},
\!</math>
 
:<math>
\Beta(x,y) = \frac{x+y}{x y} \prod_{n=1}^\infty \left( 1+ \dfrac{x y}{n (x+y+n)}\right)^{-1},
\!</math>
 
The Beta function has several interesting properties, including
 
:<math>
\Beta(x,y) = \Beta(x, y+1) + \Beta(x+1, y)
\!</math>
 
:<math>
\Beta(x,y)\cdot(t \mapsto t_+^{x+y-1}) = (t \to t_+^{x-1}) * (t \to t_+^{y-1}) \qquad x\ge 1, y\ge 1,
\!</math>
 
:<math>
\Beta(x,y) \cdot \Beta(x+y,1-y) =
  \dfrac{\pi}{x \sin(\pi y)},
\!</math>
<!-- :<math>
\Beta(x,y) =
  \dfrac{1}{y}\sum_{n=0}^\infty(-1)^n\dfrac{y^{n+1}}{n!(x+n)}
\!</math> -->
where <math>t \mapsto t_+^x</math> is a [[truncated power function]] and the star denotes [[convolution]].
<!-- The \, is to keep the formula rendered as PNG instead of HTML. Please don't remove it.-->
The lowermost identity above shows in particular <math>\Gamma(\tfrac12) = \sqrt \pi</math>. 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
 
:<math>\displaystyle (1-e^{2\pi i\alpha})(1-e^{2\pi i\beta})\Beta(\alpha,\beta) =\int_C t^{\alpha-1}(1-t)^{\beta-1} \, \mathrm{d}t.</math>
 
This Pochhammer contour integral converges for all values of ''&alpha;'' and ''&beta;'' and so gives the [[analytic continuation]] of the beta function.
 
Just as the gamma function for integers describes [[factorial]]s, the beta function can define a [[binomial coefficient]] after adjusting indices:
:<math>{n \choose k} = \frac1{(n+1) \Beta(n-k+1, k+1)}.</math>
 
Moreover, for integer ''n'', <math>\Beta\,</math> can be integrated to give a closed form, an interpolation function for continuous values of ''k'':
:<math>{n \choose k} = (-1)^n n! \cfrac{\sin (\pi k)}{\pi \prod_{i=0}^n (k-i)}.</math>
 
The beta function was the first known [[S matrix|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 problem|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
 
:<math>
\Gamma(x)\Gamma(y) =
  \int_0^\infty\ e^{-u} u^{x-1}\,\mathrm{d}u \int_0^\infty\ e^{-v} v^{y-1}\,\mathrm{d}v
=\int_0^\infty\int_0^\infty\ e^{-u-v} u^{x-1}v^{y-1}\,\mathrm{d}u  \,\mathrm{d}v.
\!</math>
 
Changing variables by putting ''u''=''zt'', ''v''=''z''(1-''t'')
shows that this is
:<math>
\int_{z=0}^\infty\int_{t=0}^1 e^{-z} (zt)^{x-1}(z(1-t))^{y-1}z\,\mathrm{d}z  \,\mathrm{d}t
=\int_{z=0}^\infty  e^{-z}z^{x+y-1} \,\mathrm{d}z\int_{t=0}^1t^{x-1}(1-t)^{y-1}\,\mathrm{d}t.
\!</math>
 
Hence
 
:<math>
\Gamma(x)\,\Gamma(y)=\Gamma(x+y)\Beta(x,y) .
</math>
 
The stated identity may be seen as a particular case of the identity for the [[convolution#Integration|integral of a convolution]]. Taking
 
:<math>f(u):=e^{-u} u^{x-1} 1_{\R_+}</math> and <math>g(u):=e^{-u} u^{y-1} 1_{\R_+}</math>, one has:
 
:<math>\Gamma(x)\Gamma(y)=\left(\int_{\R}f(u)\mathrm{d}u\right)\left(\int_{\R}g(u)\mathrm{d}u\right)=\int_{\R}(f*g)(u)\mathrm{d}u=\Beta(x, y)\,\Gamma(x+y)</math>.
 
== Derivatives ==
 
We have
 
:<math>{\partial \over \partial x} \mathrm{B}(x, y) = \mathrm{B}(x, y) \left( {\Gamma'(x) \over \Gamma(x)} - {\Gamma'(x + y) \over \Gamma(x + y)} \right) = \mathrm{B}(x, y) (\psi(x) - \psi(x + y)),</math>
 
where <math>\ \psi(x)</math> 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
 
:<math>\Beta(x,y) \sim \sqrt {2\pi } \frac{{x^{x - \frac{1}{2}} y^{y - \frac{1}{2}} }}{{\left( {x + y} \right)^{x + y - \frac{1}{2}} }}</math>
 
for large ''x'' and large ''y''.  If on the other hand ''x'' is large and ''y'' is fixed, then
 
:<math>\Beta(x,y) \sim \Gamma(y)\,x^{-y}.</math>
 
==Incomplete beta function==
 
The '''incomplete beta function''', a generalization of the beta function, is defined as
 
:<math> \Beta(x;\,a,b) = \int_0^x t^{a-1}\,(1-t)^{b-1}\,\mathrm{d}t. \!</math>
 
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:
 
:<math> I_x(a,b) = \dfrac{\Beta(x;\,a,b)}{\Beta(a,b)}. \!</math>
 
Working out the integral (one can use [[integration by parts]]) for integer values of ''a'' and ''b'', one finds:
 
:<math> I_x(a,b) = \sum_{j=a}^\infty \binom{a+b-1}{j} x^j (1-x)^{a+b-1-j}. </math>
 
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'':
 
:<math>F(k;n,p) = \Pr(X \le k) = I_{1-p}(n-k, k+1) = 1 - I_p(k+1,n-k). </math>
 
===Properties===
<!-- (Many other properties could be listed here.)-->
:<math> I_0(a,b) = 0 \, </math>
:<math> I_1(a,b) = 1 \, </math>
:<math> I_x(a,1) = x^a \, </math>
:<math> I_x(a,b) = 1 - I_{1-x}(b,a) \, </math>
:<math> I_x(a+1,b) = I_x(a,b)-\frac{x^a(1-x)^b}{a B(a,b)} \, </math>.
 
==Calculation==
Even if unavailable directly, the complete and incomplete beta function values can be calculated using functions commonly included in [[spreadsheet]] or [[computer algebra system]]s. With [[Microsoft Excel|Excel]] as an example, using the [[Gamma_function#Approximations|GammaLn]] and ([[cumulative distribution function|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 [[#Properties|as above]].
 
Similarly, in [[MATLAB]] and [[GNU Octave]], ''betainc'' (incomplete beta function), or in [[R_(programming_language)|R]], ''pbeta'' (probability of beta distribution) compute the [[Beta_distribution#Cumulative_distribution_function|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]]
* [[Jacobi sum]], the analogue of the beta function over finite fields.
* [[Negative binomial distribution]]
* [[Yule–Simon distribution]]
* [[Uniform distribution (continuous)]]
* [[Gamma function]]
* [[Dirichlet distribution]]
 
{{No footnotes|date=November 2010}}
 
==References==
{{reflist}}
* {{dlmf|authorlink=Richard Askey|first=R. A.|last= Askey|first2= R.|last2= Roy |id=5.12 }}
*{{citation | first1=M. | last1=Zelen | first2=N. C. | last2=Severo | chapter=26. Probability functions | pages=925-995 | editor1-last=Abramowitz | editor1-first=Milton | editor1-link=Milton Abramowitz | editor2-last=Stegun | editor2-first=Irene A. | editor2-link=Irene Stegun | title=[[Abramowitz and Stegun|Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables]] | publisher=[[Dover Publications]] | location=New York | isbn=978-0-486-61272-0 | year=1972}}
*{{citation | first=Philip J. | last=Davis | chapter=6. Gamma function and related functions | editor1-last=Abramowitz | editor1-first=Milton | editor1-link=Milton Abramowitz | editor2-last=Stegun | editor2-first=Irene A. | editor2-link=Irene Stegun | title=[[Abramowitz and Stegun|Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables]] | publisher=[[Dover Publications]] | location=New York | isbn=978-0-486-61272-0 | year=1972 | url=http://www.math.sfu.ca/~cbm/aands/page_258.htm }}
*{{dlmf|first=R. B. |last=Paris|id=8.17|title=Incomplete beta functions}}
* {{Citation | last1=Press | first1=WH | last2=Teukolsky | first2=SA | last3=Vetterling | first3=WT | last4=Flannery | first4=BP | year=2007 | title=Numerical Recipes: The Art of Scientific Computing | edition=3rd | publisher=Cambridge University Press | publication-place=New York | isbn=978-0-521-88068-8 | chapter=Section 6.1 Gamma Function, Beta Function, Factorials | chapter-url=http://apps.nrbook.com/empanel/index.html?pg=256}}
 
==External links==
* {{springer|title=Beta-function|id=p/b015960}}
* {{planetmath reference|id=6206|title=Evaluation of beta function using Laplace transform}}
* Arbitrarily accurate values can be obtained from:
** [http://functions.wolfram.com The Wolfram Functions Site]: [http://functions.wolfram.com/webMathematica/FunctionEvaluation.jsp?name=BetaRegularized Evaluate Beta Regularized Incomplete beta]
**danielsoper.com: [http://www.danielsoper.com/statcalc/calc36.aspx Incomplete Beta Function Calculator], [http://www.danielsoper.com/statcalc/calc37.aspx Regularized Incomplete Beta Function Calculator]
 
{{DEFAULTSORT:Beta Function}}
[[Category:Gamma and related functions]]
[[Category:Special hypergeometric functions]]

Latest revision as of 16:12, 30 October 2014

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