Statistics and Computing

, Volume 27, Issue 2, pp 439–448 | Cite as

A Laplace transform inversion method for probability distribution functions

  • Stephen G. WalkerEmail author


This paper introduces a new Laplace transform inversion method designed specifically for when the target function is a probability distribution function. In particular, we use fixed point theory and Mann type iterative algorithms to provide a means by which to estimate and sample from the target probability distribution.


Recursive estimation Fixed point solution 



I am very grateful for the comments and suggestions of two anonymous referees on an earlier version of the paper.


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© Springer Science+Business Media New York 2016

Authors and Affiliations

  1. 1.Department of MathematicsUniversity of TexasAustinUSA

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