In this paper we study the integral of type

\begin{equation}

{}_{\delta , a}\Gamma_{\rho , b}(x) = \Gamma(\delta , a; \rho , b)(x) = \int\limits_{0}^{\infty} t^{x-1} \mathrm{exp}\left( -\frac{t^{\delta}}{a}-\frac{1}{b t^{\rho}} \right) dt

\end{equation}

Different authors called this integral by different names like ultra gamma function, generalized gamma function, Kratzel integral, inverse Gaussian integral, reaction-rate probability integral, Bessel integral etc. We prove several identities and recurrence relation of above said integral, we called this integral as Four Parameter Gamma Function. Also we evaluate relation between Four Parameter Gamma Function, p-k Gamma Function and Classical Gamma Function. With some conditions we can evaluate Four Parameter Gamma Function in term of Hypergeometric function.

The entire paper is available here.