A Laplace transform inversion method for probability distribution functions
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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.
KeywordsRecursive 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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