  A formula for the non-elementary integral $\int e^{\lambda x^\alpha} dx$
where $\alpha$ is real and greater or equal two, is obtained in terms of the
confluent hypergeometric function $_1F_1$. This result is verified by directly
evaluating the area under the Gaussian Bell curve, corresponding to $\alpha =
2$, using the asymptotic expression for the confluent hypergeometric function
and the Fundamental Theorem of Calculus (FTC). Two different but equivalent
expressions, one in terms of the confluent hypergeometric function $_1F_1$ and
another one in terms of the hypergeometric function $_1F_2$, are obtained for
each of these integrals, $\int \cosh(\lambda x^\alpha)dx$, $\int \sinh(\lambda
x^\alpha)dx$, $\int \cos(\lambda x^\alpha)dx$ and $\int \sin(\lambda
x^\alpha)dx$, $\lambda\in \mathbb{C}, \alpha\ge2$. And the hypergeometric
function $_1F_2$ is expressed in terms of the confluent hypergeometric function
$_1F_1$. Some of the applications of the non-elementary integral $\int
e^{\lambda x^\alpha}dx,\alpha\ge2$ such as the Gaussian distribution and the
Maxwell-Bortsman distribution are given.
