Math Is Fun Forum

cevitamic

Member

Registered: 2008-03-23

Posts: 1

Joint Distribution of Functions of Random Vectors

Hi Guys,

I hope someone can help me to solve the following question:

The PDF of the N-dimensional random vector

is

. Define

, where

.

How to calculate the joint probability density function of

?

Thanks in advance!

Last edited by cevitamic (2008-03-23 22:52:32)