Question: Suppose that g : Rn Rn is a differentiable map that is invertible. For a jointly continuously distributed random vector X = (X1, . .

Suppose that g : Rn Rn is a differentiable map that is invertible. For a jointly continuously distributed random vector X = (X1, . . . , Xn), if Y = g(X) = g1(X) ... gn(X) , then the joint PDF of X and Y are related according to

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