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Is there a general approach to evaluating definite integrals of the form $\int_0^\infty e^{-x^n}\,\mathrm{d}x$ for arbitrary $n\in\mathbb{Z}$? I imagine these lack analytic solutions, so some sort of approximation is presumably required. Any pointers are welcome.

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    Generally speaking, $n!=\mathcal{G}\left(\frac1n\right)\qquad,\qquad\mathcal{G}(n)=\int_0^\infty e^{-x^n}dx$2013-11-04

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For $n=0$ the integral is divergent and if $n<0$ $\lim_{n\to\infty}e^{-x^n}=1$ so the integral is not convergent.

For $n>0$ we make the substitution $t:=x^n$, then $I_n:=\int_0^{+\infty}e^{-x^n}dx=\int_0^{+\infty}e^{—t}t^{\frac 1n-1}\frac 1ndt=\frac 1n\Gamma\left(\frac 1n\right),$ where $\Gamma(\cdot)$ is the usual Gamma function.