What Book Best Explains the Distribution of Combined Random Variables?

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SUMMARY

The discussion centers on finding a comprehensive book that explains the distribution of combined random variables, particularly focusing on the methodology behind obtaining these distributions. The user seeks resources that delve into the reasoning and proofs behind operations involving random variables, specifically looking for a text similar to "Complex Variables with Applications" by A. David Wunsch. The title "The Algebra Of Random Variables" by Melvin Springer is mentioned as a potential resource, although the user has difficulty locating an affordable copy.

PREREQUISITES
  • Understanding of random variables and their properties
  • Familiarity with characteristic functions in probability theory
  • Basic knowledge of statistical distributions
  • Experience with mathematical proofs and theorems
NEXT STEPS
  • Research "The Algebra Of Random Variables" by Melvin Springer for insights on combined distributions
  • Explore "Probability and Statistics" by Morris H. DeGroot for foundational concepts
  • Study "Probability: Theory and Examples" by Rick Durrett for advanced applications
  • Investigate online resources or forums for affordable copies of recommended texts
USEFUL FOR

Statisticians, physicists, and students of probability theory seeking to deepen their understanding of the distribution of combined random variables and the underlying mathematical principles.

pabl012
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Hello everyone.
Recently I've been working in a project involving some statistics, and I've found that I lack knowledge about this.
So I'm looking for a book about probability and statistics, but I'm specially interested in how one can get the distribution of a combination of others distributions.
I know that if X and Y are random variables then one can calculate the characteristic function, and multiply... to get the distribution of Z = X + Y. I am not interested on this; I am not interested in the results as much as I am interested in how to arrive to them.
I'm looking for a book that explain how to think in problems like combine (X^2 + Y)/Z with X,Y,Z random variables, and why the operations are done like they are done. Starting with the simplest and continuing with increasingly serious things. With proofs of the theorems, and, if possible, been simple (that not easy) and elegant.
I would like to find something like the "Complex Variables with Applications" of A. David Wunsch, but with probability and statistics.

Sorry if I can't explain better and thanks in advance.

P.D.: I'm physicist, so I'm not afraid of serious business.
 
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That seems to be my title, but when I searching in Google, I just found the amazon one, and costs 1000$!
Does anyone have a copy of the book, or knows a title of the same features?

Thanks
 

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