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Math Help - use Laplace transform

  1. #1
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    use Laplace transform

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

    And X is...?
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  3. #3
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    Re: use Laplace transform

    Sorry, I make a missing: X~  N(\mu,\sigma^2)
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    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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