$ sudo apt update

$ sudo apt install task-xfce-desktop

Log out of the current session or restart the system

From the login screen, click the gear icon, select the desired desktop environment and log in to your user account as usual

Remove LXDE with

$ sudo tasksel purge lxde-desktop

Remove LXDE packages

apt-get purge PCManFM
apt-get purge lxterminal
apt-get purge lxtask
apt-get purge lxpolkit
apt-get purge lxrandr
apt-get purge lxde*
apt autoremove