Define a distribution from a given distribution

Specific Domains Probabilistic programming
10

@Marco_Antoniotti I have to make an important clarification.

Mathematica can handle transformations of a distribution when it can solve the problem symbolically.
In Julia things are usually done numerically, not symbolically.
Eg: Expectations.jl computes expectations numerically using quadrature.

For example consider a transformed Beta[4,3]. Mathematica can do all the following except it has no closed form for the entropy.
image

Now consider a transformed Beta[\alpha, \beta]:
image

I wrote a cheat-sheet which shows that Julia handles random variables much better than Matlab/R/STATA.
If we want Julia to deal w/ general transformations of random variables, we are probably gonna have to do this numerically. (but this means we an handle more transformations than Mathematica)

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