Express the following integral in terms of the gamma function

[Ben1220]

Homework Statement

This is actually part of a probability problem I'm thinking about. I'm trying to find the nth moment of a certain random variable in terms of the gamma function, which is basically equivalent to solving the following integral or expressing it in terms of the gamma function. Here is the integral:

Homework Equations

Mathematica:
Integrate[(a/b^a) x^(n + a - 1) Exp[-(x/b)^a], {x, 0, Infinity}]

Plain text:
integral_0^infinity(a x^(n+a-1) e^(-(x/b)^a))/b^a dx

a, b, and n are constants.

wolfram alpha:

http://www.wolframalpha.com/input/?i=integrate+%28%28a%2Fb^a%29*x^%28n%2Ba-1%29*e^%28-1%28x%2Fb%29^a%29%2Cx%2C0%2Cinf%29

The Attempt at a Solution

I tried integrating by parts, taking u = -x^n and dv/dx = ... everything else in the expression (since that can be integrated nicely using derivative is present substitution), I was left with -1 + an even nastier integral, so I'm not convinced this is the right method...

 

[vela]

Don't actually try to integrate it. Use substitutions that turn the integral into the form of the gamma function.