Implicit function density computation

2007/06/20 by Kerry M. Soileau, Soileau, Kerry Michael
Computer Science · Decision Sciences · Mathematics · #Bayesian Methods and Mixture Models #FOS: Mathematics #General Mathematics (math.GM) #Probability and Risk Models #Stochastic processes and statistical mechanics

paper · pdf · doi:10.48550/arxiv.0706.3037

openalex publication_date 2007/06/20 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

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.

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