Hi I am trying to proveI:=∫10log(Γ(x+α))dx=log(2π)2+αlog(α)−α,α≥0.
I am not sure whether to use an integral representation or to somehow use the Euler reflection formula
Γ(z)Γ(1−z)=πsinπz
since a previous post used that to solve this kind of integral. Other than this method, we can use the integral representation
Γ(t)=∫∞0xt−1e−xdx.
Also note Γ(n)=(n−1)!.
Answer
This one is deceptively simple. Differentiate with respect to α and note that your integrand becomes Γ′(x+α)Γ(x+α). You can view this also as (logΓ(x+α))′ (where the derivative is taken with respect to x now). At this point you have
∫10(logΓ(x+α))′dx=logΓ(x+α)|10=logΓ(1+α)−logΓ(0+α)=log(αΓ(α))−logΓ(α)=logα+logΓ(α)−logΓ(α)=logα
So I′(α)=log(α) which gives that I(α)=αlogα−α+C. To determine the constant of integration, take α=0. This gives
I(0)=C=∫10logΓ(x)dx.
From here, refer to achille's answer on a different question to evaluate this integral.
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