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safetyduck
safetyduck
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It is the Jacobian which appears in the density. Really there should be some $\text{d}u$ terms to make it clearer that it is not the probability distribution function.

What's a good reference for this derivation (online).? Wikipedia only has an advertisement for someone's book as a reference.

I find this presentation very confusing, for example I had been missing that this was the density (small c) as opposed to the CDF and was obviousobviously not making any sense of it. I can imagine other readers doing the same thing.

What's a good reference for this derivation (online). Wikipedia only has an advertisement for someone's book as a reference.

I find this presentation very confusing, for example I had missing that this was the density (small c) as opposed to the CDF and was obvious not making any sense of it. I can imagine other readers doing the same thing.

It is the Jacobian which appears in the density. Really there should be some $\text{d}u$ terms to make it clearer that it is not the probability distribution function.

What's a good reference for this derivation (online)? Wikipedia only has an advertisement for someone's book as a reference.

I find this presentation very confusing, for example I had been missing that this was the density (small c) as opposed to the CDF and was obviously not making any sense of it. I can imagine other readers doing the same thing.

Source Link
safetyduck
safetyduck
  • 322
  • 1
  • 12

What's a good reference for this derivation (online). Wikipedia only has an advertisement for someone's book as a reference.

I find this presentation very confusing, for example I had missing that this was the density (small c) as opposed to the CDF and was obvious not making any sense of it. I can imagine other readers doing the same thing.