A generalized univariate change-of-variable transformation technique

We present a generalized version of the univariate change-of-variable technique for transforming continuous random variables. Extending a theorem from Casella and Berger for many-to-1 transformations, we consider more general univariate transformations. Specifically, the transformation can range from 1-to-1 to many-to-1 on various subsets of the support of the random variable of interest. We also present an implementation of the theorem in a computer algebra system that automates the technique. Some examples demonstrate the theorem's application.