2
votes
1answer
32 views

Computing of the Gamma Function

I have stumbled upon Gamma functions when dealing with Gamma distributions on my studies with basic statistics. However, I have not understood how its computation expands factorials to real and ...
7
votes
2answers
2k views

How to come up with the gamma function?

It always puzzles me, how the Gamma functions's inventor came up with it's definition $$\Gamma(x+1)=\int_0^1(-\ln t)^x\;\mathrm dt=\int_0^\infty t^xe^{-t}\;\mathrm dt$$ Is there a nice derivation of ...
108
votes
7answers
6k views

Intuition for the definition of the Gamma function?

In these notes by Terence Tao is a proof of Stirling's formula. I really like most of it, but at a crucial step he uses the integral identity $$n! = \int_{0}^{\infty} t^n e^{-t} dt$$ coming from ...