(adsbygoogle = window.adsbygoogle || []).push({}); Find upper limit of improper integral -- Numerical Integration

Hi,

I have the following complicated integral willing to integrate numerically. The integral is:

[itex] \int _0^{\infty }x\frac{\beta^\alpha}{\Gamma(\alpha)}x^{-\alpha-1}e^{-\beta/x}dx [/itex].

We know that the integral converges to:

[itex] ((1/\beta)^\alpha \beta^{\alpha+1})/(\alpha-1)[/itex].

Can anyone suggest a methodology of deriving the upper bound of the limit of this integral for numerical evaluation purposes?

Thanks for your time.

BR,

Alex

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# Find upper limit of improper integral - Numerical Integration

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