The expected value of the sum of two random variables is the sum of their expected values.

Name: The expected value of the sum of two random variables is the sum of their expected values.
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Quizplus · Accepted Answer

This statement is true and is known as the linearity of expectation. It applies to any two random variables, whether they are independent or not. Mathematically, if X and Y are two random variables, then E[X + Y] = E[X] + E[Y].

The Expected Value of the Sum of Two Random Variables