# Question: let x1 and x2 be random variables not necessarily independent...

###### Question details

Let X1 and X2 be random variables, not necessarily
independent.

Show that E [X1 + X2] = E [X1] + E [X2].

You may assume that X1 and X2 are discrete with a joint
probability mass function for this problem, while the above
inequality is true also for continuous random variables.