The density of the Weibull Distribution is given by:
$$f(x) = \alpha x^{\alpha-1}e^{-x^{\alpha}}$$
The Gamma function is defined as: $$\Gamma(\alpha)=\int_{0}^{\infty}x^{\alpha-1}e^{-x} \,dx$$
Show that $E(X)=\Gamma(\frac{1}{\alpha}+1)$ and $Var(X)=\Gamma(\frac{2}{\alpha}+1)-\Gamma^2(\frac{1}{\alpha} + 1)$