Enterprise Risk Management Formula Book
1. Function Definitions
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1.1 Gamma function,
Defined for , not
a negative integer. Other properties: . If is
a positive integer then . .
1.2 Incomplete gamma
function, , beta function, , incomplete beta function,
, regularised
incomplete beta function,
The beta function is related to the gamma function as
follows:
The gamma, incomplete gamma, beta, incomplete beta and
regularised incomplete beta can also be defined for negative (non-integral)
values of and and
for complex (non-real) values by analytic continuation.
1.3 The binomial coefficient,
For and integers
this is
defined as:
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