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Combine Poisson Variables, Page 313

#1 wurlitzer

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Posts: 5
Joined: 07-December 12

Posted 11 January 2013 - 10:40 AM

Hi,

Can somebody explain why when we combine two independent random variables we have P(X+Y)=P(X)+P(Y) (see page 313)

It should be P(X+Y)=P(X)*P(Y) because if we use summation in the case where P(X)=P(Y)=1 the summation yields 2, which is not a valid value of probability.