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].
