The International Journal of Applied Economics and Finance 1991-0886 2077-2149 Asian Network for Scientific Information 10.3923/ijaef.2007.105.112 α yβ]]> Seifedine Kadry Khaled Smaily 2 2007 1 2 In this research, our objective is to evaluate the probability density function of z = xαyβ, where, x and y are two independent random variables, by using the probabilistic transformation method. The Probabilistic Transformation Methods (PTM) evaluate the Probability Density Function (PDF) of a function by multiplying the input pdf by the Jacobian of the inverse function. A new theorem for two input and one output has been developed. The result of our method is verified by the Monte Carlo simulation.

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