Nischal Piratla <[EMAIL PROTECTED]> wrote:
> I have been browsing to find a good table of Laplace transforms for
> all known probability distributions. (gamma, erlang, lognormal,
> logistic, loglogistic, Pareto etc.) If anyone has any good reference,
> please share it with me. At the same time, if you could tell me the
> methods that one can use to find the Laplace transform for truncated
> known distributions like gamma from a to b (a,b >0) instead of 0 to
> infinity, I would really appreciate it.
Reference texts are very nice. Alas, as soon as one wants
to try something a little different, like truncation, or
censoring or transformation, the usefulness of the reference text
can rapidly diminish. So, more general tools are needed ... The
mathStatica software suite was specially developed to help
solve general problems such as this. Here is a solution for your
Doubly Truncated Gamma case:
http://www.mathStatica.com/GammaTrunc/
[ equations and diagrams ]
Cheers
Colin
.
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