Research Article On -Gamma and -Beta Distributions and Moment Generating Functions Gauhar Rahman, Shahid Mubeen, Abdur Rehman, and Mammona Naz Department of Mathematics, University of Sargodha, Sargodha 40100, Pakistan Correspondence should be addressed to Gauhar Rahman; gauhar55uom@gmail.com Received 10 February 2014; Revised 29 June 2014; Accepted 4 July 2014; Published 15 July 2014 Academic Editor: Chin-Shang Li Copyright © 2014 Gauhar Rahman et al. Tis is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. Te main objective of the present paper is to defne -gamma and -beta distributions and moments generating function for the said distributions in terms of a new parameter >0. Also, the authors prove some properties of these newly defned distributions. 1. Basic Definitions In this section we give some defnitions which provide a base for our main results. Te defnitions (1.11.3) are given in [1] while (1.41.6) are introduced in [2]. Also, we have taken some statistics related defnitions (1.71.11) from [35]. 1.1. Pochhmmer Symbol. Te factorial function is denoted and defned by () ={ (+1)(+2)⋅⋅⋅(+−1); for  ≥ 1,  ̸ =0, 1; if =0. (1) Te function () defned in relation (1) is also known as Pochhmmer symbol. 1.2. Gamma Function. Let ∈ C; the Euler gamma function is defned by Γ()= lim →∞ ! −1 () (2) and the integral form of gamma function is given by Γ()=∫ 0 −1 − , R () > 0. (3) From the relation (3), using integration by parts, we can easily show that Γ(+1)=Γ(). (4) Te relation between Pochhammer symbol and gamma function is given by () = Γ(+) Γ() . (5) 1.3. Beta Function. Te beta function of two variables is defned as (,)=∫ 1 0 −1 (1−) −1 , Re (), Re () > 0 (6) and, in terms of gamma function, it is written as (,)= Γ()Γ () Γ(+) . (7) 1.4. Pochhammer -Symbol. For >0, the Pochhammer - symbol is denoted and defned by () , ={ (+)(+2)⋅⋅⋅(+(−1)); for  ≥ 1,  ̸ =0, 1; if =0. (8) Hindawi Publishing Corporation Journal of Probability and Statistics Volume 2014, Article ID 982013, 6 pages http://dx.doi.org/10.1155/2014/982013