- #1
grossgermany
- 53
- 0
define F(x)=x, then uF is the lebesgue stiljes measure
duF=dx
Let y=x^2
we all know that how to transform [tex]\int f(y)dy [/tex] into [tex]\int f(x^2)2xdx [/tex] (***)
But how exactly would one use the transformation theorem ?
Ie. T be a measurable transformation from X to Y, u is a measure on X
[tex]\int_{Y}fduT^{-1}=\int_{X}fTdu[/tex]
I want to see the transformation theorem in action otherwise it's too abstract for me to understand. My question is, how would one use the transformation theorem to obtain the same result as equation (***)?
duF=dx
Let y=x^2
we all know that how to transform [tex]\int f(y)dy [/tex] into [tex]\int f(x^2)2xdx [/tex] (***)
But how exactly would one use the transformation theorem ?
Ie. T be a measurable transformation from X to Y, u is a measure on X
[tex]\int_{Y}fduT^{-1}=\int_{X}fTdu[/tex]
I want to see the transformation theorem in action otherwise it's too abstract for me to understand. My question is, how would one use the transformation theorem to obtain the same result as equation (***)?