Asked by Sean

If Y1 is a continuous random variable with a uniform distribution of (0,1)

And Y2 is a continuous random variable with a uniform distribution of (0,Y1)

Find the joint distribution density function of the two variables.

Obviously, we know the marginal density functions of each variable. I am used to solving for the marginal density functions from the joint density functions but not the other way around. Since, the variables are not independent, I can't simply multiply the marginal density functions together. Any ideas?

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