Since W is uniformly distributed on [0, U], its conditional pdf is given by:
f_W|U(w|u) = \frac{1}{u}, \text{ for } 0 \le w \le u \le 1.
Now, U is uniformly distributed on [0, 1], so its pdf is:
f_U(u) = 1, \text{ for } 0 \le u \le 1.
Using the definition of
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