An Application of the Matrix Volume in Probability
نویسنده
چکیده
Given an n-dimensional random variable X with a joint density fX(x1, · · · , xn), the density of Y = h(X) is computed as a surface integral of fX in two cases: (a) h linear, and (b) h sum of squares. The integrals use the volume of the Jacobian matrix in a change-of-variables formula. Lin. Algeb. and Appl. 321(2001), 9–25
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تاریخ انتشار 2005