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What is general formulation of an integration i.e., $\int_0^\infty e^{-x^n} dx$. Well I did some calculation but the answer is wrong, but am not getting where did I got wrong.please check out the solution I did

But if that's correct, it doesn't work for anything except $n=1$.

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    So you make the substitution $y = \sqrt{x}$, so $dx = 2ydy$. Then the integral becomes $\int_0^{\infty} 2ye^{-y^{2n}}dy$, which is not what you have written.2017-01-20
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    The substitution $y=x^n$ yields $dy=nx^{n-1}dx$ hence $dx=y^{1/n-1}dy/n$ and your integral is $\int_0^\infty y^{1/n-1}e^{-y}dy/n=\Gamma(1/n)/n=\Gamma(1+1/n)$.2017-01-20
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    Sorry didnt got your point, where did I got wrong again?2017-01-20
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    I thought functions of this form didn't have closed-form integral.2017-01-21
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    Yeah I got it already, and found solution as gamma {(1+n)/n}2017-01-21
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    Yeah I got it already, and found solution as gamma {(1+n)/n}2017-01-21

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Your error is that $e^{-x^n} =e^{-y^{n/2}} $, not $e^{-y}$.

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    Yeah I got it already, and found solution as gamma {(1+n)/n}2017-01-21
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    I like to write that as (1/n)!2017-01-21