Question: In Example 12.15 we introduced Euler's gamma function: [Gamma(t)=int_{(0, infty)} x^{t-1} e^{-x} lambda^{1}(d x)] Show that (Gammaleft(frac{1}{2}ight)=sqrt{pi}). Data from example 12.15 Example 12.15 (Euler's gamma

In Example 12.15 we introduced Euler's gamma function:

\[\Gamma(t)=\int_{(0, \infty)} x^{t-1} e^{-x} \lambda^{1}(d x)\]

Show that \(\Gamma\left(\frac{1}{2}ight)=\sqrt{\pi}\).

Data from example 12.15

Example 12.15 (Euler's gamma function) The parameter-dependent integral ) :=  (0.00)*x^- e- x x (dx), (12.13)

is called the gamma function. It has the following properties: (i) I' is continuous; (ii) I is arbitrarily

The expression on the right does not depend on t, and it is integrable according to Example 12.13. (Note that

and, since a > 0, we find some >0 with a-e-1> -1, so that | 20 u (1, x) | < x-1- -* x In ( 1 ) < 0 as x0

Example 12.15 (Euler's gamma function) The parameter-dependent integral ) := (0.00)*x^- e- x x (dx), (12.13) T(t):= t>0

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