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Induced probability distribution of arbitrary functions

I am not currently a user of Mathematica, I am trying to figure out if it can do what I need first. As the title says, I'm interested in induced probability distributions. That is, given we choose a probability distribution for the input space to a function, what is the induced probability distribution of that function?
I'm interested in answering this question for a range of functions, from something as elementary as basic arithmetic operations to, let's say, Euclid's algorithm for GCD.
So another way of asking this question is, how much of that paper by Diaconis and Erdos can Mathematica do by itself?
https://apps.dtic.mil/sti/tr/pdf/ADA048791.pdf
Thanks.

POSTED BY: Jeremy Murphy

I am not sure, but you may check out TransformedDistribution: http://reference.wolfram.com/language/ref/TransformedDistribution.html

POSTED BY: Gianluca Gorni
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