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Let U1, U2 be independent uniform variables on [0,1] and let T be an exponential variable with rate 1. (a) Compute P(U1 < T,U2 <

Let U1, U2 be independent uniform variables on [0,1] and let T be an exponential variable with rate 1. (a) Compute P(U1< T,U2< T). (b) Compute the conditional density of T given {U1< T, U2< T}.

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