Question: 1.32 () Consider a vector x of continuous variables with distribution p(x) and corresponding entropy H[x]. Suppose that we make a nonsingular linear transformation of

1.32 () Consider a vector x of continuous variables with distribution p(x) and corresponding entropy H[x]. Suppose that we make a nonsingular linear transformation of x to obtain a new variable y = Ax. Show that the corresponding entropy is given by H[y] = H[x] + ln|A| where |A| denotes the determinant of A.

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Pattern Recognition And Machine Learning Questions!