I know two techniques of finding CDF/PDF from relation between random variables. By relation I mean that one rv is represented by other, examples $ Y = X^2 $ or $ Z = \frac {U} {1-U} $. Summarizing, to find PDF/CDF in general cases with proper assumption for each method I can use Change-of-Variable Technique ($ f_Y = f_X |\frac {dx} {dy}| $) or Distribution Function Technique ($ P(Y \leq g(X)) $). Can you help me to find some other techniques? Can you give me some keywords, articles which should I search? Or maybe can you just describe the other techniques here? Sorry if it is not well formalized, I am not an mathematician, I have tried what I can. I hope it is understandable.
2026-03-29 04:34:17.1774758857
Does exist other techniques for finding PDF/CDF from relation between random variables?
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