INTEGRALBOT BETA-DIGAMMA INTEGRAL
Today we will show the following result that appears in this twitter post
We will start by proving two lemmas involving the Beta and Digamma functions.
Lemma 1:
(1)
Recall the Beta function
(2)
If we differentiate (2) w.r. to s we obtain
Lemma 2:
(3)
Recall the Beta function
(4)
If we differentiate (4) w.r. to a we obtain
Now let´s evaluate the integral:
For the proof of the special values of the Digamma function see this post.
Plugging the values of J and K back in the original integral we obtain:
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