An application of the matrix volume in probability

被引：11

作者：

Ben-Israel, A ^{[1
]}

机构：

[1] Rutgers State Univ, RUTCOR Rutgers Ctr Operat Res, Piscataway, NJ 08854 USA

来源：

LINEAR ALGEBRA AND ITS APPLICATIONS | 2000年 / 321卷 / 1-3期

关键词：

determinants; Jacobians; matrix volume; change-of-variables in integration; surface integrals; geometric probabilities; distributions; radon transforms;

D O I：

10.1016/S0024-3795(00)00226-3

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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 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. (C) 2000 Elsevier Science Inc, All rights reserved. AMS classification: Primary 15A15, 60D05; Secondary 26B15.

引用

页码：9 / 25

页数：17

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