documentclass{beamer}

mode<presentation> {
usetheme{Pittsburgh}
usecolortheme{crane}
setbeamercovered{transparent}
}

usepackage{amsmath,amsthm,amssymb}

begin{document}
begin{frame}
    Hello!
    uncover<2->{
    begin{theorem}
        Hello world!
        uncover<3->{Goodbye!}
    end{theorem}
    }
end{frame}
end{document}

documentclass{beamer}

usetheme{Pittsburgh}
usecolortheme{crane}

setbeamercovered{%
  still covered={%
    opaqueness<1>{15}
    opaqueness<2->{100}
  }
}

begin{document}
begin{frame}
    Hello!
    uncover<2->{
    begin{theorem}
        Hello world!
        uncover<3->{Goodbye!}
    end{theorem}
    }
end{frame}
end{document}