I have to evaluate the expectation of the following function and no clue how to do it.
E ( (x-k)^{-gamma}), where gamma is a positive integer larger than 1, k is a constant and x follows a normal distribution N(mu, simga^2).
(1) Is it possible to find an expression for this expectation?
(2) What is this expression (maybe with restrictions on gamma)? Is it obtained with the help of integration by parts?
Thanks a lot!