TransformedDistribution

TransformedDistribution[expr,xdist]
represents the transformed distribution of expr where the random variable x follows the distribution dist.

TransformedDistribution[expr,{x1,x2,}dist]
represents the transformed distribution of expr where follows the multivariate distribution dist.

TransformedDistribution[expr,{x1dist1,x2dist2 ,}]
represents a transformed distribution where , , are independent and follow the distributions , , .

Details and OptionsDetails and Options

Introduced in 2010
(8.0)