I have the distribution of a MxN random matrix, say A, and I want to get the distribution of Av, where v is a fixed N-dimensional vector. Obviously, the output of this should be an M dimensional vector.
But, when I use the command,
TransformedDistribution( A, AffineTransform(0, v))
I get again a distribution over MxN matrices. It is as if the TransformedDistribution does not work.
Any ideas on why is this happening?