Enterprise Risk Management Formula Book
1. Function Definitions
[this page | pdf | back links]
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:

NAVIGATION LINKS
Contents | Prev | Next