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int(theta^y * exp(-theta*(1-alpha) ) , theta)

I have a distribution that I need to integrate, and I know the result should have a gamma function in it.

The only thing I have found helpful is:

http://en.wikipedia.org/wiki/Gamma_function

My function is kind of in that form (theta^something * exp(something) ), but the "somethings" dont seem to be able to be manipulated into that form. Any hints on how to go about this?

Thanks!

David

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# Functions that integrate to a gamma function?

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