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Suppose X1 and X2 are continuous random variables with X1 ~ Unif(0, 1), X2 | X1...

Suppose X1 and X2 are continuous random variables with

X1 ~ Unif(0, 1),

X2 | X1 = x1 ~ Unif(0, X1)

(a) Find the pdf for the joint distribution of X1 and X2

(b) Find the pdf for the marginal distribution of X1

(c) Find the pdf for the marginal distribution of X2

(d) Find the pdf for the conditional distribution of X1 | X2 = x2

(e) Write 1 or 2 sentences explaining how this problem relates to Bayes’ Rule

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