Change-of-variables formula for a probability density

If

Y = g (X)

for a differentiable bijection, then

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

This is the change of variables formula applied to probability density.

 Ancestors (8)

 Incoming links (3)

Past exam of the mathematics course of the University of Cambridge / 2022 / iii / Paper 320 / 1 / c / Solution
Past exam of the mathematics course of the University of Cambridge / 2023 / iii / Paper 218 / 3 / d / Solution
Random-orientation distribution of an apparent oblate axis ratio

 View article source

 Discussion (0)

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.

  See all articles in the same topic Create my own version