True or False: the identity E[X + Y] = E[X] + E[Y] (linearity of expectation)...
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True or False: the identity ![E[X + Y] = E[X] + E[Y]](https://firebasestorage.googleapis.com/v0/b/crowdvns.appspot.com/o/learning_monash_edu%2Fquestions%2Fb0e4ad34dca34e4434c1ef309bb1f7bae7b1b97643ff449c65a79aac9f00c7f3%2Fresources%2F9db87d790566a2e3d80cf3845f2b368974310cfa2be4951433480885fdaddfad?alt=media)
E[X + Y] = E[X] + E[Y] (linearity of expectation) holds ONLY when 
X and 
Y are independent.
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