If fX(x) is the density function of X 1 ,,X p, show that the density of Y
Question:
If fX(x) is the density function of X 1
,…,X p, show that the density of Y
r = a r + a r
iXi is fY (y) = JfX {b i
r (y r − a r)}, where b i
ra r
j = δ
i j and J is the determinant of b i
r
. Hence show that the partial derivatives of log fX(x) are Cartesian tensors.
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Related Book For
Tensor Methods In Statistics Monographs On Statistics And Applied Probability
ISBN: 9781315898018
1st Edition
Authors: Peter McCullagh
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