I'm wondering whether there exists any good text on transformations of probability distribution functions.
I do know how to get the probability-function of a function of a random-variable. I am interested in some handy book, which provides direct results like: sum of two normal distributed random variables is normal, convolution of two poisson distributed random variables is poisson, convolution of of two chi square is not chi square, multiplication by a positive constant to the normal distribution result in the normal distribution, etc
Wikipedia has a nice relationships charts between different distributions, but that's enough to cover the algebra of probability distributions.
Any recommendations please.