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I have a question. T has a uniform distribution in $(0,1)$. Then I perform some operations on T and I get a new distribution. How can I find the new distribution if I know the operations? Is there some kind of formula?

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    http://en.wikipedia.org/wiki/Integration_by_substitution#Application_in%20_probability2011-04-30
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    It rather depends on the operations. It is easiest if they are strictly increasing, continuous, invertible and differentiable, but possible in other cases too. Perhaps you could give us an example.2011-04-30

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