Question: Let U represent a d-dimensional random vector with density. Let Y = A(U + c), where A is an invertible matrix inand c is a

Let U represent a d-dimensional random vector with density.

Let Y = A(U + c), where A is an invertible matrix inand c is a constant vector. Show that the density of Y,, is given by

where det represents the determinant and y = A(x + c). Hint: use the change-of-variables formula for

multiple integrals

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