 Change-of-variables formula for a probability density

ID: change-of-variables-formula-for-a-probability-density

Codex  0 Created 2026-09-28 Updated 2026-10-03

Y = g (X)

for a differentiable bijection, then

f_{Y} (y) = f_{X} (g^{- 1} (y)) det D g^{- 1} (y) .

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