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Integrate[Y^(b - 1) (1 - Y)^(a - 1) (-Log [Y])^-k, {Y, 0, 1}, 
          Assumptions -> {0 < a, 0 < b, k != 0}]

Integrate doesn't evaluate and display the same thing as input. I want the output to be a function of $a$,$b$,$k$

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    $\begingroup$ "display the same thing as input" - usually, that means Mathematica doesn't know if your integral has a closed form. $\endgroup$ Commented Mar 28, 2018 at 5:39

1 Answer 1

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You get results if a values are element of the integers and k < a.

int[a_, b_, k_, assum___] := 
  Integrate[Y^(b - 1) (1 - Y)^(a - 1) (-Log[Y])^(-k), {Y, 0, 1}, 
    Assumptions -> 
      Join[{a > 0, b > 0, k \[Element] Reals, 
        a \[Element] Integers}, {assum}]]

Do integration for some integer a

Table[int[a, b, k], {a, 1, 5}]

(*   {ConditionalExpression[b^(-1 + k) Gamma[1 - k], k < 1], 
      ConditionalExpression[(b^(-1 + k) - (1 + b)^(-1 + k)) Gamma[1 - k], 
    k < 2], ConditionalExpression[(b^(-1 + k) - 
 2 (1 + b)^(-1 + k) + (2 + b)^(-1 + k)) Gamma[1 - k], k < 3], 
      ConditionalExpression[-(-b^(-1 + k) + 3 (1 + b)^(-1 + k) - 
  3 (2 + b)^(-1 + k) + (3 + b)^(-1 + k)) Gamma[1 - k], k < 4], 
      ConditionalExpression[(b^(-1 + k) - 4 (1 + b)^(-1 + k) + 
 6 (2 + b)^(-1 + k) - 
 4 (3 + b)^(-1 + k) + (4 + b)^(-1 + k)) Gamma[1 - k], k < 5]}   *)

you get integrals for k < a. Analysing the results gives the rule

s[a_] := Sum[(-1)^i Binomial[(a - 1), i] (i + b)^(-1 + k), {i, 0, 
              a - 1}]*Gamma[1 - k]

Proof this rule

Table[int[a, b, k, k < a] == s[a], {a, 1, 5}] // Simplify // TableForm

(*   True, True, True, True,True }

Now define the solution with k < a

int1[a_?IntegerQ, b_, k_] := 
  Sum[(-1)^i Binomial[(a - 1), i] (i + b)^(-1 + k), {i, 0, a - 1}]*
    Gamma[1 - k]

For integer k you have to take the limit for example Limit[int1[14, 11, k], k -> 2]

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