A numerical method for inversion of Laplace transform F(s) of probability densities, given for real s>=0 only, is proposed. Fractional calculus allows us to have expected values from F(s) or F^'(s). Then the maximum entropy technique provides the analytical form of the approximant. Fractional moments are mainly investigated. Entropy and cross-entropy convergence are proved. Some numerical tests are illustrated.
['Aldo Tagliani']
Numerical inversion of Laplace transform on the real line from expected values