Implicit function density computation
General Mathematics
2022-08-16 v4
Abstract
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.
Cite
@article{arxiv.0706.3037,
title = {Implicit function density computation},
author = {Kerry Michael Soileau},
journal= {arXiv preprint arXiv:0706.3037},
year = {2022}
}