The incomplete Gamma function $\gamma (\alpha ,x)$ and its associated functions $\gamma (\alpha ,x_{+})$ and $\gamma (\alpha ,x_{-})$ are defined as locally summable functions on the real line and some convolutions and neutrix convolutions of these functions and the functions $x^r$ and $x_{-}^r$ are then found.

Let $\tilde{f}$, $\tilde{g}$ be ultradistributions in ${𝒵}^{\text{'}}$ and let ${\tilde{f}}_n=\tilde{f}*{\delta }_n$ and ${\tilde{g}}_n=\tilde{g}*{\sigma }_n$ where $\left\{{\delta }_n\right\}$ is a sequence in $𝒵$ which converges to the Dirac-delta function $\delta$. Then the neutrix product $\tilde{f}\diamond \tilde{g}$ is defined on the space of ultradistributions ${𝒵}^{\text{'}}$ as the neutrix limit of the sequence $\left\{\frac{1}{2}({\tilde{f}}_n\tilde{g}+\tilde{f}{\tilde{g}}_n)\right\}$ provided the limit $\tilde{h}$ exist in the sense that $$\underset{n\to \infty }{\mathrm{N}\text{-}lim}\frac{1}{2}\langle {\tilde{f}}_n\tilde{g}+\tilde{f}{\tilde{g}}_n,\psi \rangle =\langle \tilde{h},\psi \rangle$$ for all $\psi$ in $𝒵$. We also prove that the neutrix convolution product $f♦*g$ exist in ${𝒟}^{\text{'}}$, if and only if the neutrix product $\tilde{f}\diamond \tilde{g}$ exist in ${𝒵}^{\text{'}}$ and the exchange formula $$F\left(f♦*g\right)=\tilde{f}\diamond \tilde{g}$$ is then satisfied.