New upper and lower bounds for the upper incomplete gamma function
For all real \(a\) and \(x>0\), let\N\[\N\Gamma(a,x)=\int_{x}^{\infty}t^{a-1}e^{-t}dt,\quad\text{and}\quad H(a,x)= x^{1-a}e^{x}\Gamma(a,x).\N\]\NThe article shows that \(H(a,x)\) is a log convex function of \(a\) for \(x>0\). Using this fact and other methods the authors study upper and lower bounds for the function \(\Gamma(a,x)\). In particular, they derive the following results.\N\N(1) Suppose \(a<1\) and \(x>0\). Then\N\[\N\Gamma(a,x)\leq \frac{(x+1)x^{a-1}e^{-x}}{x+2-a}.\N\]\N\N(2) Suppose \(a\geq 2\) and \(x>a-1\). Then\N\[\N\Gamma(a,x)> \frac{x^{a}e^{-x}(1-a+x)}{(x-a)^2-a+2x}.\N\]\N\N(3) Let \(a\) be real and \(x>a\) be real. Let\N\[\NM_1(a,x)=x^{a-1}e^{-x}\left(\frac{x-\left(2x^{-1}+1\right)^{a-1}}{x-a}\right).\N\]\NThen \(\Gamma(a,x)\leq M_1(a,x)\) if \(a\geq 2\), \(\Gamma(a,x)\geq M_1(a,x)\) if \(1\leq a< 2\), and \(\Gamma(a,x)\leq M_1(a,x)\) if \(a<1\).\N\N(4) For \(a \) real and \(x>\max \{a,0\}\),\N\[\N\Gamma(a,x)\leq \frac{ax^{a-1}e^{-x}}{x-a}.\N\]\N\N(5) There holds\N\[\N\Gamma(a,x)> \frac{x^{a}e^{-x}(x-a-1)}{(x-a)^2+a}\N\]\N if either \(a\geq 0\) and \(x>a+1\) or \(a< 0\) and \(x>\max \{a+\sqrt{-a}, a+1, 0\}\).\N\NOther estimates of similar type are obtained, including rational functions \(p_k\) and \(q_k\), determined by the recurrence relations\N\[\Np_{k+1}(x)=p_{k}(x)p_{1}(x)+p_{k}'(x),\quad k=1,2,3,\ldots,\quad p_{1}(x)=\frac{x-a}{x},\N\]\N\[\Nq_{k+1}(x)=p_{k}(x)q_{1}(x)+q_{k}'(x),\quad k=1,2,3,\ldots,\quad q_{1}(x)=-\frac{1}{x}.\N\]\N\NA limitation of the new bounds is that they are neither as broadly applicable as those of \textit{I. Pinelis} [Math. Inequal. Appl. 23, No. 4, 1261--1278 (2020; Zbl 1456.33002)] nor do they exhibit the correct asymptotic behavior as \(x\) approaches \(0\). \NNevertheless, the new theorems yield significantly tighter upper and lower bounds, with much smaller relative errors compared to the bounds in [loc. cit.]. \NThese results indicate that the proposed bounds offer more accurate approximations of the incomplete gamma function, potentially benefiting applications in probability theory, statistics, and other fields that require precise estimates of \(\Gamma(a,x)\), particularly in the regime \(x \gg a\).
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