Question: 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 -

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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