Concept:
The Gamma function is an extension of the factorial function to non-integer values and is defined by:
\[
\Gamma(n) = \int_0^\infty x^{n-1} e^{-x} dx
\]
A very important special value is:
\[
\Gamma\left(\frac{1}{2}\right)
\]
Step 1: Understand its connection with Gaussian integral.
A fundamental result in calculus is:
\[
\int_{-\infty}^{\infty} e^{-x^2} dx = \sqrt{\pi}
\]
Step 2: Transform Gamma function into Gaussian form.
By using substitution \(x = t^2\), the Gamma function becomes:
\[
\Gamma\left(\frac{1}{2}\right) = \int_0^\infty x^{-1/2} e^{-x} dx
\]
After transformation and simplification, it evaluates to:
\[
\sqrt{\pi}
\]
Step 3: Final conclusion.
\[
\Gamma\left(\frac{1}{2}\right) = \sqrt{\pi}
\]
Final Answer:
\[
\boxed{\sqrt{\pi}}
\]