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.
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