I am trying to evaluate the following integral: $$\int_a^bx^\alpha \operatorname{Exp}\left[-\left(\frac{x-\delta}{\sigma}\right)^\alpha\right]dx$$ where $0<a<b$, $\delta\leq a$ and $\alpha>0$. Is there a closed form, perhaps in terms of Gamma and error functions? integral definite-integral exponential-function share | improve this question edited Sep 13 at 21:42 Shaktal 2,182 2 16 asked Sep 13 at 21:39