I need to show that the following integral:

Attachment 27597

reduces to the following form:

Attachment 27598

But I'm not sure how to start the problem. Thanks!

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- Mar 19th 2013, 11:45 AMtatjr13Lognormal distributions
I need to show that the following integral:

Attachment 27597

reduces to the following form:

Attachment 27598

But I'm not sure how to start the problem. Thanks!

- Mar 19th 2013, 09:27 PMchiroRe: Heavy-Tailed distributions
Hey tatjr13.

Hint: Try separating all the terms that don't involve t and integrate the expression with respect to t.

Also what is this lambda parameter?