The question I have is:
Define X,Y$X,Y$ to be two independent uniform(0,1) random variables and $Z:=\frac{Y}{X}$
Compute $P(X<x|\sigma(Z))$.
The answer given apparently by "straightforward elementary computations" is for $x\geq 0$,
$P(X<x|\sigma(Z))$=min$\{{x^2,1}\}\mathbb{I}_{Z\leq 1}$ $+$ min$\{{x^2 Z^2,1}\}\mathbb{I}_{Z\geq 1}$.$$P(X<x|\sigma(Z)) = \min\{{x^2,1}\}\mathbb{I}_{Z\leq 1} + \min\{{x^2 Z^2,1}\}\mathbb{I}_{Z\geq 1}.$$
My idea was to condition on the $Z\leq 1$ and ${Z\geq 1}$ then compute using the joint density of X$X$ and Y$Y$, but this seems to work for the first term but doesn't for the second? Any help would be much appreciated.