Title of article
An application of the matrix volume in probability Original Research Article
Author/Authors
Adi Ben-Israel، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2000
Pages
17
From page
9
To page
25
Abstract
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.
Keywords
Surface integrals , Geometric probabilities , Radon transforms , Determinants , Jacobians , Change-of-variables in integration , Matrix volume , distributions
Journal title
Linear Algebra and its Applications
Serial Year
2000
Journal title
Linear Algebra and its Applications
Record number
823129
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