I've got the following question in a stats paper, just a bit stuck on how they get their answer:
Suppose that the random variable follows the exponential distribution , with p.d.f.
for , 0 otherwise.
Find the find the k-th moment of X, i.e. , for some positive integer .
I know that this is , and also that the Gamma Distribution of is defined as , just not sure how to relate the two.
Thanks in advance for any help