What is affine transformation? Which distribution families are closed under affine transformation?
Contents
hide
Best Answer
An affine transformation has the form $f(x) = Ax + b$ where $A$ is a matrix and $b$ is a vector (of proper dimensions, obviously).
Similar Posts:
- Solved – Density of a quadratic transformation of a normal random variable
- Solved – Prior for a linear transformation matrix: Matrix Normal Distribution
- Solved – Conceptual proof that conditional of a multivariate Gaussian is multivariate Gaussian
- Solved – KL divergence invariant to affine transformation
- Solved – Multivariate normal with singular covariance