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A New Series Representation and the Laplace Transform for the Lognormal Distribution

Author

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  • Manuel D. Ortigueira

    (Centre of Technology and Systems—UNINOVA and Department of Electrical Engineering, NOVA School of Science and Technology of NOVA University of Lisbon, Quinta da Torre, 2829-516 Caparica, Portugal)

Abstract

In this paper, the lognormal distribution is studied, and a new series representation is proposed. This series uses the powers of the bilinear function. From it, a simplified form is obtained and used to compute the Laplace transform of the distribution.

Suggested Citation

  • Manuel D. Ortigueira, 2022. "A New Series Representation and the Laplace Transform for the Lognormal Distribution," Mathematics, MDPI, vol. 10(19), pages 1-13, September.
    • Handle: RePEc:gam:jmathe:v:10:y:2022:i:19:p:3474-:d:923312
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    References listed on IDEAS

    as
    1. Manuel Duarte Ortigueira & José Tenreiro Machado, 2020. "Revisiting the 1D and 2D Laplace Transforms," Mathematics, MDPI, vol. 8(8), pages 1-24, August.
    2. Søren Asmussen & Jens Ledet Jensen & Leonardo Rojas-Nandayapa, 2016. "On the Laplace Transform of the Lognormal Distribution," Methodology and Computing in Applied Probability, Springer, vol. 18(2), pages 441-458, June.
    3. Khristo N. Boyadzhiev, 2005. "A series transformation formula and related polynomials," International Journal of Mathematics and Mathematical Sciences, Hindawi, vol. 2005, pages 1-18, January.
    Full references (including those not matched with items on IDEAS)

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