Let's say I have three random variables $X,Y,Z$ such that $X$ is independent of $Z$ and $Y$ is independent of $Z$.
Is it true that $X+Y$ is independent of $Z$?
Let's say I have three random variables $X,Y,Z$ such that $X$ is independent of $Z$ and $Y$ is independent of $Z$.
Is it true that $X+Y$ is independent of $Z$?
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No.
The classical example is to take $X,Y$ independent Bernoulli$(1/2)$ random variables (uniformly distributed on $\{0,1\}$), and set $Z\stackrel{\rm def}{=}X+Y \bmod 2$.
$X,Y,Z$ are pairwise independent (more than what you ask), yet $X+Y$ is clearly not independent of $Z$.