Learn about some special functions that are often used in probability theory and statistics, especially in the theory of probability distributions. Follow the links to learn about these functions.
The Gamma function - a generalization of the factorial function; extends the concept of factorial to non-integer numbers; it is found, for example, in the probability density function of the Chi-square and Gamma distributions; it has various integral representations.
The Beta function - obtained as a ratio of Gamma functions; it appears in the probability density function of the Student's t and F distributions; it can also be represented as an integral.