Hi! Let's say that I have two random variables, x and y, with independent probability density functions,
Pr(x \in [a, b]) = \int_a^b d\xi\:f_x(\xi),
Pr(y \in [a, b]) = \int_a^b d\eta\:f_y(\eta).
Now I have a transformed variables, x'(x, y) and y'(x, y), which I should be able to describe with a...