Repeated integration by parts gives the Gamma integralThe logarithm of its integrand is , whose unique maximum is at . Write . For fixed and large , a Taylor expansion givesThe Big O notation here is for a fixed , or uniformly for in a fixed bounded interval. It does not claim a uniform approximation over the entire growing integration domain. Consequently the peak, divided by its height, approaches .
The exact substitution givesReplacing the integral by the Gaussian integral produces . Thus the estimate is peak height times width times the area of a standard Gaussian peak. This is Laplace's method in a concrete form; controlling the integral's tails justifies the replacement. The next terms, including their products after exponentiation, produce the Stirling correction by Gaussian moments.
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