IMHO, you should consult an advanced text on calculus with integration 
over infinite intervals, so that you understand what you are trying to do.

Joseph F. Lucke
Senior Statistician
Research Institute on Addictions
University at Buffalo
State University of New York
1021 Main Street
Buffalo, NY  14203-1016
Office: 716-887-6807
Fax:     716-887-2510
http://www.ria.buffalo.edu/profiles/lucke.html




Stavros Macrakis <macrakis@alum.mit.edu> 
Sent by: r-help-bounces@r-project.org
04/27/2009 10:30 AM

To
Andreas Wittmann <andreas_wittmann@gmx.de>
cc
r-help@r-project.org
Subject
Re: [R] integrate lgamma from 0 to Inf






On Wed, Apr 22, 2009 at 3:28 AM, Andreas  Wittmann
<andreas_wittmann@gmx.de> wrote:
> i try to integrate lgamma from 0 to Inf.

Both gamma and log are positive and monotonically increasing for large
arguments.

What can you conclude about the integrability of log(gamma(x))?

          -s

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