Is there anyone know Laplace transform? help me calculate value of $\displaystyle \mathbb E(exp(-\lambda X^2))$.

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- Aug 4th 2011, 06:46 PMmahefouse Laplace transform
Is there anyone know Laplace transform? help me calculate value of $\displaystyle \mathbb E(exp(-\lambda X^2))$.

- Aug 4th 2011, 10:20 PMMooRe: use Laplace transform
And X is...? :rolleyes:

- Aug 4th 2011, 10:31 PMmahefoRe: use Laplace transform
Sorry, I make a missing: X~$\displaystyle N(\mu,\sigma^2)$

- Aug 4th 2011, 11:46 PMMooRe: use Laplace transform
Then $\displaystyle X^2$ follows a chi-square distribution and you'll find the Laplace transform (mgf) on the Wikipedia page of the chi-square...