Start with perhaps a discussion on mean time between failures and how it is used in engineering. Then talk about probability density function and how that describes rate of failures of components in a complex system and analysis of that requires a tool. That tool is the Gamma function, $\Gamma (x)$.
Problem: Suppose that a cell phone battery charge has the gamma distribution with shape parameter $k \in (0, \infty)$ and scale parameter $b \in (0, \infty)$. The probability distribution is given by
$$f(x) = {1 \over \Gamma (k) b^k}x^{k-1}e^{-x/b}, x \in (0, \infty)$$
Derive this formula and then calculate the probability that the battery charge will last more than 24 hours under what parameters $k$ and $b$. Ask them how this helps in the real world.
If you need more examples, you could talk about arrival times in Poisson processes, how Poisson processes have a gamma distribution. Most people should be able to relate to waiting in line in a queue or being put on hold by a call center. These are due to underlying gamma distributions. Modeling them requires using $\Gamma (x)$.
Problem: Suppose that customers arrive at a service station according to the Poisson model, at a rate of 10 per hour. Relative to a given starting time, find the probability that the second customer arrives sometime after 1 hour. Derive the formula and then link it back to gamma distributions.
Then you can take a short detour in explaining recursive processes and that is where the factorial comes in.
For integers $n! = n \times (n-1) \times \dots \times 2 \times 1$.
The factorial function has a recursive property: $n! = n \times (n-1)!$.
What happens if $n$ is not integer or a real number or a complex number? It so happens that $\Gamma (x)$ is a function on complex numbers (which also covers reals) that behaves similar to how the factorial function behaves for integers.
$$\Gamma (x) = x \Gamma (x-1)$$
Notice how this is analagous to the factorial function.
But, what would be the definition of $\Gamma (x)$.
It so happens that $\Gamma (x)$ can be defined analytically as:
$$\Gamma (x) = \int_{0}^{\infty} t^{x-1} e^{-t} dt $$
This function can be extended to negative real numbers and complex numbers as long as their real part $Re(x) \ge 1$.
You can then give a beautiful equation such as
$$\Gamma \left({1 \over 2}\right) = \sqrt \pi$$
and ask them to derive it.
If we just stop here, we can recap the concepts needed for understanding $\Gamma (x)$.
- Integers
- Factorial function
- Reals
- Complex numbers
- Integrals, areas under curves
- Analytical definition of $\Gamma (x)$
- Discussion on why $Re(x) \ge 1$