The Determination of Probability Densities of Functions of Random Variables Revisited

A general procedure to calculate the probability density function of a function of a random variable is presented. Although it is not really a new method of solving this problem, it is a procedure which is organized and developed in a manner better suited to student understanding and application than other methods. This technique has been successfully used at the undergraduate level for several semesters at the Pontifícia Universidade Católica do Rio de Janeiro.