Proving that $\Gamma(\frac{1}{2})=\sqrt(\pi)$ using the expected value of standard normal variable (integral calculation)

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I'm looking to prove that $\gamma$$(\frac{1}{2})=\sqrt(\pi)$ using the fact that $E(Z^2)=\int_{-\infty}^{\infty} \frac{1}{\sqrt(2\pi)}e^{\frac{-z^2}{2}} z^2 dz$ (where $Z$ is a standard normal variable), using the fact that $\gamma$$(r)=\int_{0}^{\infty}y^{r-1}e^{-y}dy$.

The way I've gone about this is to allow $y={\frac{z^2}{2}}$ and so $z=\sqrt{2y}; dz=\frac{dz}{\sqrt(2y)}$.

Substituting these in I eventually get that $E(Z^2)=\int_{-\infty}^{\infty} \frac{1}{\sqrt{\pi}}e^{-y} \sqrt{y} dy = 1$,

but this is where I'm getting stuck as I don't know how to bridge the gap here to

$\gamma$$(r)=\int_{0}^{\infty}y^{r-1}e^{-y}dy$.

The equations look similar, except for the $y^{r-1}$ term.

I posted this previously on the stats site but was recommended to post it here as where I'm getting stuck has to do with the manipulation of the last integral.

Thank you!

Best Answer

Use $\sqrt{y}=y^{\frac32-1}$.

Pull the constant multiple out, and you've calculated $\Gamma(\frac32)$. Now, apply the functional equation $\Gamma(\frac32)=\frac12\Gamma(\frac12)$.

But... be careful with that constant multiple. It looks like you lost a factor of $2$ doing the substitution.