There are two random variables $X$ and $Y$, each of which can take on the values $0$ or $1$. Furthermore:
- $P(X=0,Y=0)=p$,
- $P(X=0)=1/2$
- and $P(Y=0)=1/2$.
So these two shouldn't be independent in general, since $\frac{1}{2}^2$ is not necessarily $p$. The distributions of the 2 variables look like this
$$ \begin{array}{c|cc} x & P(X=x) \\ \hline 0 & 1/2 \\ 1 & 1/2 \\ \end{array} $$ $$ \begin{array}{c|cc} y & P(Y=y) \\ \hline 0 & 1/2 \\ 1 & 1/2 \\ \end{array} $$
Now what does the distribution of $X+Y$ look like? If I just add them, the sum surpasses $1$.
I found a formula for independent variables, but the ones in this example aren't.
Edit:
$$ \begin{array}{c|cc} z & P(Z=z) \\ \hline 0 & p \\ 1 & 1-2p \\ 2 & p \\ \end{array} $$
...the distribution of (X,Y), not of X+Y. – Did Apr 10 '16 at 08:00