How to compute the integral $I(a,b,c) = \int_0^1x^a(1-x)^be^{cx}dx$ ?
I know that, $\int_0^1{x^a(1-x)^b}dx = \frac{\Gamma(a+1)\Gamma(b+1)}{\Gamma(a+b+2)}$. Using this result, I tried integration by parts; I got the following recurrence relation,
$I(a,b,c) = \frac{b}{c}I(a,b-1,c) - \frac{a}{c}I(a-1,b,c)$.
I don't know how to proceed. Any help is appreciated. Thanks in advance.
This is essentially the the moment generating function of the beta distribution. The result is hypergeometric and cannot be further simplified.