I was reading the following about the Beta Distribution:
$E({ X }^{ n })=\frac { \beta (n+a,b) }{ \beta (a,b) } =\frac { \Gamma (n+a)\Gamma (b)\Gamma (a+b) }{ \Gamma (n+a+b)\Gamma (a)\Gamma (b) } =\frac { \Gamma (n+a) }{ \Gamma (a) } \frac { \Gamma (a+b) }{ \Gamma (n+a+b) } =\prod _{ k=0 }^{ n-1 }{ \frac { a+k }{ a+b+k } } $
However, I cannot understand the last step:
How come:
$\frac { \Gamma (n+a) }{ \Gamma (a) } \frac { \Gamma (a+b) }{ \Gamma (n+a+b) } =\prod _{ k=0 }^{ n-1 }{ \frac { a+k }{ a+b+k } } $ ???
My thought is that:
$\frac { \Gamma (n+a) }{ \Gamma (n+a+b) } =\prod _{ k=0 }^{ n-1 }{ \frac { a+k }{ a+b+k } } $
But, in this case, what about:
$\frac { \Gamma (a+b) }{ \Gamma (a) } $ ?
Why is it gone ?
Thanks in advance for your help.
Regards,
Using the fundamental identity $\Gamma(k+c)=(k-1+c)\Gamma(k-1+c)$, one gets:
$$\frac { \Gamma (n+a) }{ \Gamma (a) } \frac { \Gamma (a+b) }{ \Gamma (n+a+b) } =\frac { \Gamma (a)\prod _{ k=0 }^{ n-1 }{ a+k } }{ \Gamma (a) } \frac { \Gamma (a+b) }{ \Gamma (a+b)\prod _{ k=0 }^{ n-1 }{ a+b+k } } =\prod _{ k=0 }^{ n-1 }{ \frac { a+k }{ a+b+k } } $$