+ (random variables)

From CS2800 wiki
If [math]X [/math] and [math]Y [/math] are random variables on a probability space [math](\href{/cs2800/wiki/index.php/S}{S},\href{/cs2800/wiki/index.php/Pr}{Pr}) [/math], then [math]X \href{/cs2800/wiki/index.php?title=%2B&action=edit&redlink=1}{+} Y [/math] is the random variable on [math](\href{/cs2800/wiki/index.php/S}{S},\href{/cs2800/wiki/index.php/Pr}{Pr}) [/math] given by [math](X \href{/cs2800/wiki/index.php?title=%2B&action=edit&redlink=1}{+} Y)(s) := X(s) + Y(s) [/math].

Note: You cannot add random variables on different sample spaces.