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I would like to write a power on top of a power as in this sample equation:enter image description here

I can write e^-{(lambda \, t)} for the first power and then how to add the alpha exponent? LaTeX does not allow another ^.

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2  
It does, but you must contain it within the first power: e^{-(\lambda \, t)^{\alpha}}. After all, it is -(\lambda \, t) that you are raising to the power of \alpha (and, of course, e is being raised to the power of all of that) – Au101 Feb 25 at 6:55
2  
You have to use braces: e^{\lambda t^\alpha}, since ^ only raises the next token with respect to the current "baseline" – manthano Feb 25 at 6:57
up vote 9 down vote accepted

Successive superscripts need to be placed inside a braced group:

enter image description here

\documentclass{article}

\usepackage{amsmath}

\begin{document}

\[
  F(t) = \Pr(T \leq t) = \begin{cases}
    1 - e^{-(\lambda t)^\alpha} & \text{for $t > 0$} \\
    0                           & \text{otherwise}
  \end{cases}
\]

\end{document}
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5  
I'd recommend using the cases* environment from the mathtools package instead, as that typesets the second column in text mode. – hooy Feb 25 at 6:59

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