Discrete random vector X has PMF Px(x). Prove that for an invertible matrix A, Y = AX

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Discrete random vector X has PMF Px(x). Prove that for an invertible matrix A, Y = AX + b has PMF
PY(y) = PX(A-1(y - b)).

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Probability and Stochastic Processes A Friendly Introduction for Electrical and Computer Engineers

ISBN: 978-1118324561

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Authors: Roy D. Yates, David J. Goodman

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Question Posted: Jul 18, 2016 08:44 AM

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Discrete random vector X has PMF Px(x). Prove that for an invertible matrix A, Y = AX

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For discrete random vectors it is true in general that P Y y ...View the full answer

Probability and Stochastic Processes A Friendly Introduction for Electrical and Computer Engineers

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