-2
votes
0answers
31 views

Laplace transform of non-central chi- square distribution [on hold]

I'm interested in non central chi-square distribution. More specifically, i want to derive the laplace transform of noncentral chi-sqruae disribution or density function. Let me know whether it ...
2
votes
1answer
245 views

Upper bound on the maxima of ratio of expectation of quantities under Gaussian measure

Let $\lambda,\eta >0$ be given, and $u:\mathbb{R}\rightarrow \mathbb{R}$ be a real valued function. Define $$\Delta(u)= \frac{\int u(h) \exp(-\eta ...
9
votes
0answers
351 views

Maximizing the volume in a family of subsets of a cube

Starting from a question in probability, one is eventually lead to the following optimization problem. Let $I:=[0,\\, 1],$ and let $A$ be a Lebesgue measurable subset of the $n$-dimensional cube, ...