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You seem to be suffering from âstress incontinenceâ where you tend to urinate when the abdominal pressure increases (due o sneeze, cough etc). Do not ignore your symptoms. Usually this happens in women after age of 45-50 years. Try with pelvic floor exercises/Kegel exercises to train for bladder control. Get a check done by urologist to make sure there is no other underlying serious cause for your symptom.
Visit this link to learn more on your problem, exercises and the techniques: http://kidney.niddk.nih.gov/kudiseases/pub
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