The beta and gamma functions, also called Euler's Integrals, are the improper integrals, which are extremely useful in the evaluation of integrals.

The integral which converges for *m* > 0 and *n* > 0 is called the *beta function* and is denoted by *β* (*m*, *n*). Thus,

Beta function is also known as *Eulerian Integral of First Kind*.

As an illustration, consider the integral . We can write this integral as ...

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