1. The problem statement, all variables and given/known data A process X(t) is defined as X(t) = Asin(ωt + [itex]\phi[/itex]) where A and [itex]\phi[/itex] are random variables while ω is a deterministic parameter. Note that A is a positive random variable. Determine the joint probability density function, PDF, of X(t) and X'(t) in terms of the joint PDF of A and [itex]\phi[/itex]. 2. Relevant equations PDF of X(t), PX(t)(x) = ∫FX(x)dx Is there another way to determine the PDF of a function that is multivariate, but not necessarily exponential, Gaussian or Gamma? 3. The attempt at a solution I am not understanding how to get a joint PDF in terms of another joint PDF. Please advise. I'm not sure which functions belong where in the equations. I put the PDF equation since its the one I'm struggling with. I know that if I assume independence then I can get the joint PDF as a product of the individual PDFs. Thanks in advance!!