Theory 1
PMF of any function of two variables
Suppose
and are discrete RVs. The PMF of
:
CDF of continuous function of two variables
Suppose
and are continuous RVs, and is a continuous function. The CDF of
:
One can then compute the PDF of
PMF of any function of two variables
Suppose
and are discrete RVs. The PMF of
:
CDF of continuous function of two variables
Suppose
and are continuous RVs, and is a continuous function. The CDF of
:
One can then compute the PDF of