ined but <span class="math inline">\(r\)</span> is arbitrary, so we set <span class="math inline">\(r = 1\)</span>. In this case,
the determinant of the Jacobian is proportional to <span class="math inline">\(e^{-\frac{1}{2} y^\top y}\)</span>,
which is the kernel of a standard multivariate normal distribution
with <span class="math inline">\(n\)</span> independent dimensions.</p>
</div>
</div>
<h3><i style="font-size: 110%; color:#990017;">References</i></h3>
<div id="refs" class="references csl-bib-body h