A maximum entropy method for inverting Laplace transforms of probability density functions

DOI10.1093/biomet/82.4.887zbMath0861.62007OpenAlexW2006051901MaRDI QIDQ3837308

Alois Geyer, Udo Wagner

Publication date: 27 April 1997

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/82.4.887

zbMATH Keywords

gammaPareto distributionsmaximum entropy methodlognormalinverse Gaussianaccurate approximationsinverting Laplace transforms

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10)

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