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Homework Statement
This is the full question, but we're only asked to do b.
A random variable x has a Weibull Distribution if and only if its probability density is given by f(x) = {kx^(b-a) *exp(-ax^b) for x > 0 }
where a and b > 0.
a) Express k in terms of a and b.
b) Show that u = a^(-1/b) * gamma(1 + 1/b)
Homework Equations
All of the following could be of use.
Mx(t) = ∫exp(xt)f(x) dx
and the limit as t → 0 of M'x(t) = u = mean
u = Ex(x) = ∫xf(x)dx
gamma(a) = ∫x^(1-a)exp(-x)dx
Also the integral of f(x) = 1.
The Attempt at a Solution
I tried making a substitution for x, so that I could get the gamma function out of the integral, but that x^b really throws me.
I tried integrating by parts, but that just gives an even more complicated expression. I wanted to get rid of part of the equation by setting it to one, but no matter how you treat it you'll have a nasty exp(-ax^b) to deal with.
There's obviously some trick I'm supposed to use to figure it out.
Can anyone provide any hints? I've spent a good couple hours both trying to solve it and googling similar solutions.