Truncation functions and Laplace transform

We note the increase in the parameter c of the symmetrized Laplace transform of a random variable truncated at level c . We illustrate this remark for both the exponential and the uniform variables.

Saved in:
Bibliographic Details
Published in:Statistics & probability letters 2011-03, Vol.81 (3), p.417-419
Main Authors: Yen, Ju-Yi, Yor, Marc
Format: Article
Language:English
Subjects:
Distribution function
Exact sciences and technology
General topics
Laplace transform
Mathematics
Probability
Probability and statistics
Probability theory and stochastic processes
Sciences and techniques of general use
Statistics
Truncation
Truncation Laplace transform Distribution function
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:We note the increase in the parameter c of the symmetrized Laplace transform of a random variable truncated at level c . We illustrate this remark for both the exponential and the uniform variables.
ISSN:0167-7152
1879-2103
DOI:10.1016/j.spl.2010.12.006