American Journal of Physics
D. T. Gillespie has recently derived and discussed a random variable transformation (RVT) theorem relating the joint probability densities of functionally dependent sets of random variables.....
It is hoped that the present discussion will help to disseminate this basic relation among a wider circle of nonspecialists.
Locate the Document
Ramshaw, J. D. (1985). Probability Densities and the Random Variable Transformation Theorem, American Journal of Physics, 53, 178.