论文信息 - An application of the matrix volume in probability

An application of the matrix volume in probability

Abstract Given an n-dimensional random variable X with a joint density f X (x 1 ,…,x n ) , the density of Y =h( X ) is computed as a surface integral of f X 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.

Adi Ben-Israel

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