Relation between Beta and Gamma functions
Compute the double integral $$ \Gamma(\alpha)\Gamma(\beta)=\iint t^{\alpha-1}\mathrm e^{-t}s^{\beta-1}\mathrm e^{-s}\mathrm ds\mathrm dt, $$ using the change of variable $x=t/(t+s)$, $y=t+s$.
Compute the double integral $$ \Gamma(\alpha)\Gamma(\beta)=\iint t^{\alpha-1}\mathrm e^{-t}s^{\beta-1}\mathrm e^{-s}\mathrm ds\mathrm dt, $$ using the change of variable $x=t/(t+s)$, $y=t+s$.