Question: The function is known as the gamma function, and the probability density function defines the gamma distribution. Prove that 00. J = 6 I (a)

The function

00. J = 6 I (a) = yledy (a (0

is known as the gamma function, and the probability density function

fx(x)= -x [[ra] xx-e* (x>0) 0 (otherwise)

defines the gamma distribution. Prove that

(a) = / (b) = /?

00. J = 6 I (a) = yledy (a: (0

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