Learn about the Gamma distribution and its properties in this comprehensive 1 hour 30 minute lecture. Explore the moment generating function (M.G.F) of the Gamma distribution, key properties of the Gamma function, and statistical measures such as mean and variance. Discover recursive properties and delve into proofs, including the relationship between Gamma(1/2) and pi. Master techniques like Euler's reflection formula and Beta integral method to enhance your understanding of this important probability distribution in statistics.