Question Number 27999 by abdo imad last updated on 18/Jan/18
$${find}\:\:{I}_{{n},{m}} \:=\:\int_{\mathrm{0}} ^{\mathrm{1}} \:{x}^{{n}} \:\left(\mathrm{1}−{x}\right)^{{m}} \:{dx}\:{with} \\ $$$$\left({n},{m}\right)\in{N}^{\bigstar^{\mathrm{2}} } \:{and}\:{calculate}\:\:\sum_{{n}=\mathrm{0}} ^{\propto} \:{I}_{{n},{m}} . \\ $$
Commented by abdo imad last updated on 22/Jan/18
$${due}\:{to}\:{uniform}\:{convergence}\:{we}\:{have} \\ $$$$\sum_{{n}=\mathrm{0}} ^{+\infty} \:{I}_{{n},{m}} \:\:=\:\int_{\mathrm{0}} ^{\mathrm{1}} \left(\mathrm{1}−{x}\right)^{{m}} \left(\sum_{{n}=\mathrm{0}} ^{\propto} \:{x}^{{n}} \:\:\right) \\ $$$$=\:\int_{\mathrm{0}} ^{\mathrm{1}} \:\:\:\frac{\left(\mathrm{1}−{x}\right)^{{m}} }{\mathrm{1}−{x}}{dx}\:=\:\int_{\mathrm{0}} ^{\mathrm{1}} \:\left(\mathrm{1}−{x}\right)^{{m}−\mathrm{1}} {dx} \\ $$$$=\:\left[\frac{−\mathrm{1}}{{m}}\left(\mathrm{1}−{x}\right)^{{m}} \right]_{\mathrm{0}} ^{\mathrm{1}} =\:\frac{\mathrm{1}}{{m}}\:\:{for}\:\:{m}\geqslant\mathrm{1}\:\:.{let}\:{calculate}\:{I}_{{n},{m}} \\ $$$${by}\:{parts}\:{we}\:{have}\: \\ $$$${I}_{{n},{m}} =\:\left[−\frac{\mathrm{1}}{{m}+\mathrm{1}}\:{x}^{{n}} \left(\mathrm{1}−{x}\right)^{{m}+\mathrm{1}} \right]_{\mathrm{0}} ^{\mathrm{1}} \:+\frac{\mathrm{1}}{{m}+\mathrm{1}}\int_{\mathrm{0}} ^{\mathrm{1}} {nx}^{{n}−\mathrm{1}} \:\left(\mathrm{1}−{x}\right)^{{m}+\mathrm{1}} {dx} \\ $$$$=\frac{{n}}{{m}+\mathrm{1}}\:\int_{\mathrm{0}} ^{\mathrm{1}} \:\:{x}^{{n}−\mathrm{1}} \left(\mathrm{1}−{x}\right)^{{m}+\mathrm{1}} {dx} \\ $$$${I}_{{n},{m}} \:=\frac{{n}}{{m}+\mathrm{1}}\:{I}_{{n}−\mathrm{1},{m}+\mathrm{1}} =\:\frac{{n}}{{m}+\mathrm{1}}\:\frac{{n}−\mathrm{1}}{{m}+\mathrm{2}}\:{I}_{{n}−\mathrm{2},{m}+\mathrm{2}} \\ $$$$=\frac{{n}\left({n}−\mathrm{1}\right)….\left({n}−{p}+\mathrm{1}\right)}{\left({m}+\mathrm{1}\right)\left({m}+\mathrm{2}\right)…\left({m}+{p}\right)}\:{I}_{{n}−{p},{m}+{p}} \\ $$$$=\:\frac{{n}!}{\left({m}+\mathrm{1}\right)\left({m}+\mathrm{2}\right)\:….\left({m}+{n}\right)}\:{I}_{\mathrm{0},{m}+{n}} \:\:{but} \\ $$$${I}_{\mathrm{0},{m}+{n}} =\int_{\mathrm{0}} ^{\mathrm{1}} \left(\mathrm{1}−{x}\right)^{{m}+{n}} {dx}\:=\left[\frac{−\mathrm{1}}{{m}+{n}+\mathrm{1}}\left(\mathrm{1}−{x}\right)^{{m}+{n}+\mathrm{1}} \right]_{\mathrm{0}} ^{\mathrm{1}} \\ $$$$=\:\frac{\mathrm{1}}{{m}+{n}+\mathrm{1}}\:\:{so} \\ $$$${I}_{{n},{m}} =\:\:\:\:\frac{{n}!}{\left({m}+\mathrm{1}\right)\left({m}+\mathrm{2}\right)…\left({m}+{n}+\mathrm{1}\right)} \\ $$$${I}_{{n},{m}} =\:\:\frac{\left({n}!\right)\left({m}!\right)}{\left({m}+{n}+\mathrm{1}\right)!}\:\:. \\ $$