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Probability Densities And The Random Variable Transformation Theorem, John D. Ramshaw
Probability Densities And The Random Variable Transformation Theorem, John D. Ramshaw
Physics Faculty Publications and Presentations
D. T. Gillespie has recently derived and discussed a random variable transformation (RVT) theorem relating the joint probability densities of functionally dependent sets of random variables.....
It is hoped that the present discussion will help to disseminate this basic relation among a wider circle of nonspecialists.