A Laplace transform inversion method for probability distribution functions

DOI10.1007/s11222-016-9631-8zbMath1505.62413OpenAlexW2290446981MaRDI QIDQ518251

Stephen G. Walker

Publication date: 28 March 2017

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-016-9631-8

zbMATH Keywords

recursive estimationfixed point solution

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Laplace transform (44A10) Numerical methods for integral transforms (65R10)

Related Items (3)

Asynchronous time-parallel method based on Laplace transform ⋮ A Bayesian motivated Laplace inversion for multivariate probability distributions ⋮ The computation of the probability density and distribution functions for some families of random variables by means of the Wynn-ρ accelerated Post-Widder formula

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