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 ...