Transformation Of Random Variables
From Handwiki
If X is a random variable described by the probability density f(x), and if Y=Y(X) then
File:Hepa img1079.gif
is the probability density of y. For a transformation of several random variables File:Hepa img1080.gif into File:Hepa img1081.gif one has
File:Hepa img1082.gif
where File:Hepa img1083.gif is the Jacobian or Jacobi Determinant of the transformation.
 |
Categories: [W.Krisher and R.Bock] [Data analysis] [Statistics]
↧ Download as ZWI file | Last modified: 11/26/2024 06:29:02 | 4 views
☰ Source: https://handwiki.org/wiki/Transformation_of_random_variables | License: CC BY-SA 3.0
✘
ZWI is not signed. [what is this?]
ZWI viewer
by the 
KSF
KSF