Let X be an n-dimensional random vector. Let A be a fixed (non-random) invertible n by n
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Let X be an n-dimensional random vector. Let A be a fixed (non-random) invertible n by n matrix, and b be a fixed n-dimensional vector. Define the random vector Y as Y = AX +b.
Find the PDF of Y in terms of PDF of X.
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Related Book For
Introduction To Probability Statistics And Random Processes
ISBN: 9780990637202
1st Edition
Authors: Hossein Pishro-Nik
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