Synchronization phenomena are of broad interest across disciplines and increasingly of interest in a multiplex network setting. Here we show how the Master Stability Function, a celebrated framework for analyzing synchronization on a single network, can be extended to certain classes of multiplex networks with different intra-layer and inter-layer coupling functions. We derive three master stability equations that determine respectively the necessary regions of complete synchronization, intra-layer synchronization and inter-layer synchronization. We calculate these three regions explicitly for the case of a two-layer network of Rössler oscillators and show that the overlap of the regions determines the type of synchronization achieved. In particular, if the inter-or intra-layer coupling function is such that the inter-layer or intra-layer synchronization region is empty, complete synchronization cannot be achieved regardless of the coupling strength. Furthermore, for any given nodal dynamics and network structure, the occurrence of intra-layer and inter-layer synchronization depend mainly on the coupling functions of nodes within a layer and across layers, respectively. Our mathematical analysis requires that the intraand inter-layer supra-Laplacians commute. But we show this is only a sufficient, and not necessary, condition and that the results can be applied more generally.