Evaluate
Put the integrand in Beta-function shape. Rewrite it as
and compare with
Matching exponents gives so , and so . Both exponents exceed , so the integral converges at each endpoint despite the singularities.
Produce the logarithm by differentiating in a. Differentiating under the integral sign brings down exactly :
so .
Differentiate correctly — the trap is the third gamma. From , logarithmic differentiation with held fixed gives
It is tempting to note at the evaluation point and write before differentiating — but is not constant as varies, so dropping loses the entire term.
Evaluate the Beta value with the reflection formula. At , we do have , so and
Assemble the digamma factor. With (Euler-Mascheroni, ) and :
so
Compute and verify numerically.
Independent numerical integration — substituting near and near to tame both singularities, then applying -node Gauss-Legendre — gives , confirming the closed form. (Omitting the term would have given , about too negative.) The result is negative because on the whole interval.
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