Solution

ID: past-exam-of-the-options-ii-course-of-the-university-of-oxford/2010/m/m4/b/solution

Take and . The inverse is , , with absolute Jacobian . The original unit-square support becomes and , so the joint density is there. For a fixed , the admissible range is . Therefore
It is nonnegative and integrates to , as required.

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