Real numbers between 0 and 1, inclusive, are chosen in the following manner. A fair coin is flipped. If it lands heads, then it is flipped again and the chosen number is 0 if the second flip is heads and 1 if the second flip is tails. On the other hand, if the first coin flip is tails, then the number is chosen uniformly at random from the closed interval . Two random numbers and are chosen independently in this manner. What is the probability that ?
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Problem © Mathematical Association of America (MAA), American Mathematics Competitions. Reproduced for non-commercial educational use. Solution and commentary are original to this site.