- #1

- 713

- 5

given a continuous random variable

*x*with a known PDF, how can we determine in general the PDF of the transformed variable

*f(x)*?

For example

*f(x)=x+1*, of

*f(x)=x*... ?

^{2}Also, if we have

*two*random variables

*x,y*and their PDF's, is it always impossible to determine the PDF of f(x,y), unless we known the joint PDF [itex]f_{x,y}(x_0,y_0)[/itex] ?

Thanks.