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.

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Year of publication:	2011
Authors:	Yen, Ju-Yi ; Yor, Marc
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 81.2011, 3, p. 417-419
Publisher:	Elsevier
Subject:	Truncation Laplace transform Distribution function

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008868914