Method for Solving Density of Multidimensional Random Variable Functions

For solving the density of multi-dimensional random variable functions, Supplementary variable method and Variable transformation method are both employed to work out the joint density function of the transformed variable; then by use of the relation between the joint density function and the marginal density, the density of the multi-dimensional random variable function is worked out by integral method. Such a method is characteristic of a simplistic operation and a simplified operation process.