I cannot plot this function as I am getting errors. I am not sure what I am doing wrong.
Seems to work when $$n \rightarrow 1,$$ but when $$n \rightarrow 2,$$ I get a whole bunch of errors and nothing is plotted.
Here is the code:
$$ \text{Plot}\left[\frac{n e^{-t (\lambda +\mu )} I_1\left(2 t \sqrt{\lambda \mu }\right) \left(\int_0^t \frac{e^{t (-\lambda -\mu )} I_1\left(2 t \sqrt{\lambda \mu }\right)}{\sqrt{\rho } t} \, dt\right){}^{n-1}}{\sqrt{\rho } t}\text{/.}\, \left\{\lambda \to 0.99,\mu \to 1,\rho \to \frac{1}{2},n\to \{2\}\right\},\{t,0,10\},\text{PlotRange}\to \text{All}\right]$$
Here is copyable code:
Plot[(n*BesselI[1, 2*t*Sqrt[λ*μ]]*
Integrate[(E^(t*(-λ - μ))*
BesselI[1, 2*t*Sqrt[λ*μ]])/(t*Sqrt[ρ]),
{t, 0, t}]^(-1 + n))/
E^(t*(λ + μ))/(t*Sqrt[ρ]) /.
{λ -> 0.99, μ -> 1, ρ -> 1/2, n -> {2}}, {t, 0., 10}, PlotRange -> All]