I am trying to calculate the following integral:
$$ \int_0^{\infty}e^{-\beta x}\gamma(\alpha,\theta x)dx $$ where all parameters are positive.
Any help , Thanks!
2026-04-05 22:24:22.1775427862
integral include lower incomplete gamma
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The integral definition of $\gamma(\alpha,X)$ leads to a double integral which can be expressed on closed form :