There's an issue open for doing this, but we haven't done much work on it. It's a little tricky to get right.
-- John On Feb 25, 2014, at 11:25 AM, harven <har...@free.fr> wrote: > Given two independent random variables X and Y following two distributions, > is there a way to compute the distribution of X+Y, X*Y, F(X) where F is some > real function, or the distribution of the pair (X,Y)? The Distributions > package is nice but I didn't find a way to build distributions starting from > the predefined ones and applying a few standard operations.