English: a: Probability density of a function ${\displaystyle \cos x^{2}}$ of a normal variable ${\displaystyle x}$ with ${\displaystyle \mu =-2}$ and ${\displaystyle \sigma =3}$. b: Probability density of a function ${\displaystyle x^{y}}$ of two normal variables ${\displaystyle x}$ and ${\displaystyle y}$, where ${\displaystyle \mu _{x}=1}$, ${\displaystyle \mu _{y}=2}$, ${\displaystyle \sigma _{x}=.1}$, ${\displaystyle \sigma _{y}=.2}$, and ${\displaystyle \rho _{xy}=.8}$. c: Heat map of the joint probability density of two functions of two correlated normal variables ${\displaystyle x}$ and ${\displaystyle y}$, where ${\displaystyle \mu _{x}=-2}$, ${\displaystyle \mu _{y}=5}$, ${\displaystyle \sigma _{x}^{2}=10}$, ${\displaystyle \sigma _{y}^{2}=20}$, and ${\displaystyle \rho _{xy}=.495}$. These are computed by the numerical method of ray-scanning.