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Homework Help: How to integrate x^(-a)*e^(-b/x), where a, b are constants?

  1. Feb 21, 2012 #1
  2. jcsd
  3. Feb 21, 2012 #2
  4. Feb 21, 2012 #3
    wow, you are really good.

    Yes, I wrote a simplified version of inverse-gamma. I am looking for the posterior distribution.
     
  5. Feb 21, 2012 #4
    Try the substitution u = b/x

    I am assuming you have 0 to infinite has bounds of the integral
     
  6. Feb 22, 2012 #5

    Ray Vickson

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    Homework Helper

    Maple gets an answer in terms of exponentials and Whittaker M functions. Of course, you might not regard that as a "closed form", since Whittaker functions are not "elementary".

    RGV
     
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