Let $Z$ be a derived random variable given by some function $f$, i.e. $Z=f(X_1,\dots, X_n)$, where the $X_i\sim X$ are continuous/non-atomic and independently and identically distributed. What can we say about $X$?
The function $f$ is assumed to be non-constant and invariant under permutations of the coordinates. I have a specific class of examples in mind, where the $X_i$ are defined on a metric space and $f$ depends on the pairwise distances of the $X_i$.
Probably, finding out the distribution of $X$ is too difficult or even impossible in the general case. But what about some simpler properties, for example unimodality, symmmetry, the support, the moments or other summary statistics? Is there a general approach to this? Do you know any references?
Remark: In the special case of $Z=X_1+X_2$, the densities satisfy $\rho_Z=\rho_X*\rho_X$, so by the convolution theorem, there exists a formal solution $\rho_X=\mathcal F^{-1}(\sqrt {\mathcal F(\rho_Z)}$. Maybe there is a functional analytic framework which gives similar results for similar/different/arbitrary functions $f$?