In: Statistics and Probability
Suppose X and Y are independent random variables and take values
1, 2, 3, and 4 with probabilities 0.1, 0.2, 0.3, and 0.4.
Compute
(a) the probability mass function of X + Y
(b) E[X + Y ]?
If X and Y are independent random variable which takes discrete values 1, 2, 3, 4. Then the probability mass function of addition of random variable can be obtain by making use of the distribution of their disjoint probability mass function.
The probability mass function can be easily obtained by considering new variable z also we have E[X+Y]=6.