In probabilistic modeling, we often start with a simple [[Random Variable]] and transform it into a more complex one. Derived distributions describe the new variable's behavior after such transformations. Let $Y=g(X)$, where $Y$ is derived from $X$. We have to distinguish between different types of transformation functions $g$. * [[Linear Functions of Random Variables]] * [[Monotonic Functions of Random Variables]] * [[General Functions of Random Variables]]