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Math Help - Heavy-Tailed distributions

  1. #1
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    Question Lognormal distributions

    I need to show that the following integral:

    Heavy-Tailed distributions-untitled1-copy.jpg

    reduces to the following form:

    Heavy-Tailed distributions-untitled2-copy.jpg

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

    Last edited by tatjr13; March 19th 2013 at 07:36 PM.
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  2. #2
    MHF Contributor
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    Re: 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?
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