The integral I'm after is here: 
The question is a little ambiguous whether it wants a general solution for this, but based on thought, I would guess there are many different answers based on the relationship between x, n and a. It also asks for the specific case where m=5, a=4, and n=4. Thanks in advance.
The integral admits the closed form
$$ I = \frac{a^{-\frac{1+n}{n}}}{n}\Gamma\left( \frac{m+1}{n} \right), $$
which can be evaluated using the change of variables $ax^n=t$. $\Gamma(z)$ is the gamma function. Pay attention for what $m$ and $n$ the integral exists.
Note: The gamma function is defined as