I have a data set X={x_1, x_2, ... , x_N} with probability density function P(x) (suppose continuous); if I operate on data with any mathematical function f(x) (square, power, exponential, trigonometric...), how is the new probability density function Q(x) related to the old P(x)?

Q(x) is the probability density function of data set Y={f(x_1), f(x_2), ... , f(x_N)}.

Thanks to all,

Statlinux