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Sep 29, 2019 at 19:52 comment added figs_and_nuts What should the meaning of X+Y as a random variable be if the sources of randomness in X and Y were distinct? You sample event A From domain of X.. record X(A) .. you sample event B from domain of Y ... Record Y(B) ... Add X(A) and Y(B).. this is one realization of r.v. X+Y .. it's sample space is Cartesian product of domains of X and Y..
Sep 29, 2019 at 13:00 history answered kjetil b halvorsen CC BY-SA 4.0