Abstract
This section is devoted to the computation of the probability density of a random vectorZ= (Z 1 ,…,Z p ,) that can be expressed as a sufficiently smooth function of another random vectorX= (X 1 …X n ) of known probability density. The basic tool for doing this is the formula of smooth change of variables in integrals, a result that will be recalled without proof.
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© 1988 Springer Science+Business Media New York
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Brémaud, P. (1988). Gauss and Poisson. In: An Introduction to Probabilistic Modeling. Undergraduate Texts in Mathematics. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-1046-7_4
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DOI: https://doi.org/10.1007/978-1-4612-1046-7_4
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-96460-7
Online ISBN: 978-1-4612-1046-7
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