Give an example of two independent random variables X1 and X2 such that σ(X1 + X2)...

steezer123

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Give an example of two independent random variables X1 and X2 such that σ(X1 + X2)...

Give an example of two independent random variables X1 and X2 such that σ(X1 + X2) does not equal σ(X1) + σ(X2).

I have no idea where to start with this problem, can someone help direct me?
 
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