Hi all,

Here is a description to the gamma density function:

http://en.wikipedia.org/wiki/Gamma_distribution

Basically, I am studying how to numerically integrate against the
gamma density function for kappa < 1.

As you can see, the key difficulty for the kappa < 1 case is that in
the integrand there is a term

x^(kappa-1)

and we have to integrate starting from x=0 all the way to x= +
infinity...