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Thread: use Laplace transform

  1. August 4th 2011, 06:46 PM #1
    mahefo
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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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  2. August 4th 2011, 10:20 PM #2
    Moo
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    Re: use Laplace transform

    And X is...?
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  3. August 4th 2011, 10:31 PM #3
    mahefo
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    Re: use Laplace transform

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