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Questions tagged [jacobian]

For statistical questions involving the Jacobian matrix (or determinant) of first partial derivatives. For purely mathematical questions about the Jacobian it is better to ask at math SE https://math.stackexchange.com/.

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Transformation of a Random Variable

I am working on this problem for class, where the setup is the following: Let X be a single observation from the $beta(\theta,1)$ pdf. (a) Let $Y=-(logX)^{-1}$. Evaluate the confidence coefficient of ...
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2 votes
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Reversible-jump MCMC and Poisson processes

Suppose we have a time interval $t \in [0, T]$ in which events occur as a Poisson process with some arbitrary time-dependent rate $\lambda(t)$. These events occur at times $Y=(Y_1, Y_2, \dotso, Y_M)$ ...
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Is Covariance Matrix analogous to Jacobian Matrix?

In probability theory covariance matrix denote how each variable relates to other in a pairwise manner. So 1 would mean they are identical and 0 would mean they are independent and are not related. Is ...
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