Hi, This is my first post in one of these forum; I hope someone can help me with this --thanks in advance for reading! I'm trying to find the joint probability distribution of two non-independent variables given only their marginal distributions. In fact, I'm interested in the joint distribution of two random variables X and Y, both of which are related to transformations of the same (normally distributed) random variable Z. More specifically, I want f(X,Y)=Pr[X=x,Y=y], given that I know: • X=Z+u • Y=exp(Z) • Where Z~N(0,1), u~N(0,1) and COV(Z,u)=0 I know the problem would be trivial if Y was a linear transformation, because the joint would simply be a multivariate normal distribution (i.e. N~(0,Ʃ), where the covariance matrix Ʃ could be expressed in terms of VAR[Z]). In my case the problem is trickier because it involves the joint of a normal and a log-normal distribution. I hope it makes sense. Any help or hints (also to express the problem more clearly) are very much appreciated. Thanks!