Implicit function density computation

Details Implicit function density computation Implicit function density computation

2007-06-20

arxiv.org/abs/0706.3037v2

Mathematics

General Mathematics

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Scientific paper

If two random variables X and A are functionally related via f(X)=A for some
strictly monotone continuously differentiable function f:R->R, the distribution
of X may easily be computed from the distribution of A.

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