# use Laplace transform

• Aug 4th 2011, 07:46 PM
mahefo
use Laplace transform
Is there anyone know Laplace transform? help me calculate value of $\mathbb E(exp(-\lambda X^2))$.
• Aug 4th 2011, 11:20 PM
Moo
Re: use Laplace transform
And X is...? :rolleyes:
• Aug 4th 2011, 11:31 PM
mahefo
Re: use Laplace transform
Sorry, I make a missing: X~ $N(\mu,\sigma^2)$
• Aug 5th 2011, 12:46 AM
Moo
Re: use Laplace transform
Then $X^2$ follows a chi-square distribution and you'll find the Laplace transform (mgf) on the Wikipedia page of the chi-square...