The gamma function Γ(x) is the most important function not on a calculator. It comes up constantly in math. In some areas, such as probability and statistics, you will see the gamma function more often than other functions that are on a typical calculator, such as trig functions.
The gamma function extends the factorial function to real numbers. Since factorial is only defined on non-negative integers, there are many ways you could define factorial that would agree on the integers and disagree elsewhere. But everyone agrees that the gamma function is “the” way to extend factorial. Actually, the gamma function Γ(x) does not extend factorial, but Γ(x+1) does. Shifting the definition over by one makes some equations simpler, and that’s the definition that has caught on.
In a sense, Γ(x+1) is the unique way to generalize factorial. Harald Bohr and Johannes Mollerup proved that it is the only log-convex function that agrees with factorial on the non-negative integers. That’s somewhat satisfying, except why should we look for log-convex functions? Log-convexity is very useful property to have, and a natural one for a function generalizing the factorial.
Here’s a plot of the logarithms of the first few factorial values.
The points nearly fall on a straight line, but if you look closely, the points bend upward slightly. If you have trouble seeing this, imagine a line connecting the first and last dot. This line would lie above the dots in between. This suggests that a function whose graph passes through all the dots should be convex.
Here’s what a graph showing what the gamma function looks like over the real line.
The gamma function is finite except for non-positive integers. It goes to +∞ at zero and negative even integers and to -∞ at negative odd integers. The gamma function can also be uniquely extended to an analytic function on the complex plane. The only singularities are the poles on the real axis.