Past exam of the probability, statistics and options I course of the University of Oxford / 2009 / M / 1 / b

The joint density of $X,Y$ is ${\lambda }^2{e}^{-\lambda (x+y)}$ for positive $x,y$. Inverting the transformation gives $x=uv$, $y=u(1-v)$, with absolute Jacobian determinant $u$ and domain $u>0$, $0<v<1$. The change of variables for probability densities givesThe joint density factors into the gamma density of $U$ and the uniform density of $V$ on $(0,1)$, so these two transformed variables are independent.