Distribution of a linear transform of a random variable
TransformedDistribution[expr, x \[Distributed] dist]
TransformedDistribution[expr, {x1, x2, …}\[Distributed] dist]
TransformedDistribution[expr, x \[Distributed] proc]
TransformedDistribution[expr, {x1 \[Distributed] dist1, x2 \[Distributed] dist2, …}]