TransformedDistribution

TransformedDistribution[expr,xdist] 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 {x1,x2,…} follows the multivariate distribution dist.

TransformedDistribution[expr,xproc] represents the transformed distribution where expr contains expressions of the form x[t], referring the value at time t from the random process proc.

TransformedDistribution[expr,{x1dist1,x2dist2 ,…}] represents a transformed distribution where x1, x2, … are independent and follow the distributions dist1, dist2, ….

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