Euler's Γ - Stirling's approximation for n!

(edited by Roberto Bigoni)


1. The Euler Γ (Gamma) function

The factorial n! of a natural number n>0 is recursively defined by

fig001.gif

L. Euler extended this recursion property also to real and complex numbers by defining a function, now said Γ (Gamma), such that

fig002.gif

Indeed, if we apply this function to an argument x+1 coincident with a natural number, we have

fig003.gif

Euler could explicitly express the Γ in this way:

fig004.gif

In fact, from this definition we have

fig005.gif

and also

fig006.gif

So this definition verify the equations in (2) and is a valid expression of Γ.

Conversely, for natural arguments n, we can write

fig007.gif

Other interesting values of Γ can be seen in Euler's integrals.


2. Stirling's approximation for n!

If we let

fig008.gif

in the integral in (7), we get

fig009.gif

and after

fig010.gif

By multiplying and dividing the integrand by en and extracting from the integral the factors which don't depend on integration variable y, we have

fig011.gif

The derivative of the integrand fig012.gif is fig013.gif so f(y) has an absolute maximum for y=1. To approximate the integral it is convenient to express it as a function of w=y-1

fig014.gif

and, after, to approximate the integrand f(w) in the following way (see mathworld):

The (15) is the Stirling's approximation for n!, very useful in a large number of probabilistic and statistical calculations.

For example, using (15):

To get an approximation of the logarithm of a factorial, from (15) we have

fig029.gif

The second addend, when n is big, may be disregarded and it is sufficient to assume

fig030.gif