Transforming variables using the Dirac generalized function

Authors
Citation
C. Au et J. Tam, Transforming variables using the Dirac generalized function, AM STATISTN, 53(3), 1999, pp. 270-272
Citations number
3
Categorie Soggetti
Mathematics
Journal title
AMERICAN STATISTICIAN
ISSN journal
00031305 → ACNP
Volume
53
Issue
3
Year of publication
1999
Pages
270 - 272
Database
ISI
SICI code
0003-1305(199908)53:3<270:TVUTDG>2.0.ZU;2-K
Abstract
This article provides an alternative method of finding the distribution of a function of one or more random variables using the Dirac generalized func tion. Unlike the conventional change-of-variable technique which involves a one-to-one transformation and computation of the Jacobian, here the proced ure for obtaining the distributions of functions of random variables is sho wn to be simple, direct, and powerful.