Timeline for Inversion of Moment-generating functions (aka Laplace transform of prob dist)
Current License: CC BY-SA 3.0
10 events
| when toggle format | what | by | license | comment | |
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| Apr 10, 2014 at 14:19 | vote | accept | kjetil b halvorsen | ||
| Feb 12, 2014 at 17:53 | answer | added | PiE | timeline score: 0 | |
| Mar 31, 2012 at 2:33 | comment | added | Tom Copeland | The moment problem is the inversion problem from the MGF to the measure or PDF. Try googling the specific moment problem--Hamburger, Stieltjes, Hausdorff--discussed in the wiki. Maybe pitt.edu/~super7/19011-20001/19461.pdf is a good simple overview. | |
| Mar 30, 2012 at 14:09 | answer | added | id0 | timeline score: 2 | |
| Mar 30, 2012 at 12:37 | history | edited | François G. Dorais |
edited tags
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| Mar 25, 2012 at 21:53 | comment | added | Felipe Olmos | Maybe this can be helpful: en.wikipedia.org/wiki/Inverse_Laplace_transform | |
| Mar 25, 2012 at 15:01 | comment | added | kjetil b halvorsen | --- Thanks, done so now! But that is more about existence. As I have a moment-generating function calculated from some random variable, existence is not a problem. What I want is the density function of that random variable (which I also do know exists). | |
| Mar 24, 2012 at 23:47 | comment | added | Tom Copeland | Have you looked at en.wikipedia.org/wiki/Moment_problem yet? | |
| Mar 24, 2012 at 20:11 | history | edited | kjetil b halvorsen | CC BY-SA 3.0 |
small correction.
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| Mar 24, 2012 at 15:36 | history | asked | kjetil b halvorsen | CC BY-SA 3.0 |