use Laplace transform

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August 4th 2011, 06:46 PM
mahefo

use Laplace transform

Is there anyone know Laplace transform? help me calculate value of $\mathbb E(exp(-\lambda X^2))$ .
August 4th 2011, 10:20 PM
Moo

Re: use Laplace transform

And X is...? :rolleyes:
August 4th 2011, 10:31 PM
mahefo

Re: use Laplace transform

Sorry, I make a missing: X~ $N(\mu,\sigma^2)$
August 4th 2011, 11:46 PM
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...

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