How to Compute ∫₀¹ xᵐ(1 − xⁿ)ᵖ dx
At a glance
- 1. Check convergence
For real parameters with n > 0, the integral converges when m > −1 and p > −1.
- 2. Substitute a power
Set t = xⁿ, so dx = (1/n)t^(1/n − 1) dt.
- 3. Identify the Beta function
Match the transformed integral to B(a,b) = ∫₀¹ t^(a−1)(1−t)^(b−1) dt.
- 4. Simplify if needed
Use B(a,b) = Γ(a)Γ(b)/Γ(a+b) to express or evaluate the result.
For real parameters, the standard interpretation is that and the integral is an improper integral at the endpoints if needed. Under that interpretation, its value is a Beta function. The formula also gives a direct test for when the integral converges.
The Beta-function formula
For , , and ,
Here the Beta function is defined, for , by
The Gamma-function form follows from .
Derivation by substitution
Set
Since , this substitution maps to . Solving for and differentiating gives
Also, and . Therefore,
This is the defining Beta integral with and .
When does the integral converge?
The endpoint conditions come from the behavior of the integrand near and :
- As , , so the integrand behaves like . Its integral near zero is finite exactly when .
- As , behaves like . Thus the integrand behaves like a constant times , which is integrable near one exactly when .
These are also the conditions that make both Beta-function arguments positive. If either condition fails, the improper integral diverges. This convergence statement assumes real and ; other choices, especially , change the endpoint behavior and require a separate analysis.
Worked example
Evaluate
This is the case , , and , which satisfies the convergence conditions. The formula gives
The result also has a geometric check: the graph on is a quarter of the unit circle, whose area is .
Common mistakes
- Dropping the factor . It comes from differentiating and is essential.
- Using the wrong Beta arguments. The power of is , so the first argument is , not .
- Forgetting the added one in the second argument. The factor corresponds to , so .
- Applying the formula outside its convergence range. For real parameters and , require both and before treating the result as a finite integral.
For a particular choice of , first check those conditions, then substitute into the Beta formula. If the arguments are familiar, Gamma identities such as can often simplify the answer.
References
- NIST Digital Library of Mathematical Functions, §5.12: Beta Function
- A Course of Modern Analysis, E. T. Whittaker and G. N. Watson
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