Rodríguez-Lallena, José A.; Úbeda-Flores, Manuel - In: Statistics & Probability Letters 64 (2003) 1, pp. 41-50
For continuous random vectors X=(X1,X2,...,Xn) and multivariate distribution functions H1 and H2 with common univariate marginals, we study the distribution function of the random variable H1(X) given that the joint distribution function of X is H2. We show that the distribution function of...