Computing the PDF of Linear Function of Uniformly-Distributed Data

We derive two methods to compute the distribution $ p({\bf z})$ when $ {\bf x}$ is a set of independent uniformly-distributed RV in $ [0 ,\; 1]$, and $ {\bf z}={\bf A}^\prime {\bf x}$.



Subsections

Baggenstoss 2017-05-19