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- W2034733611 abstract "We present a formula for all the densities that a random variable may have so that a given transform of it has a given density. The collection of densities which are changed by a prescribed transform to have a prescribed density may be called the generalized transformations of a random variable. This terminology is analogous to ‘generalized inverse’ for reasons given in the paper. Special cases include theorems of Roberts and Geisser: (i) the densities that a random variable may have if its mth absolute power is gamma (Roberts, 1971), (ii) the densities that a random variable may have if its square is gamma (Roberts and Geisser, 1966)." @default.
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- W2034733611 date "1991-08-01" @default.
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- W2034733611 title "Generalized transformations of random variables" @default.
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- W2034733611 doi "https://doi.org/10.1016/0167-7152(91)90062-v" @default.
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