Question: X follow poisson distribution, Y follow poisson distribution, Give me an example that if X and Y are dependent, X+Y does not follow poisson distribution.
My starting is Let X=Y. So X and Y are dependent. But how about next? How to show that the sum of dependent Poisson random variables need not be Poisson with the sum of the rates.
If $X=Y$, then $X+Y=2X$ only takes even numbers.
This contradicts to Poisson distribution takes every nonnegative integer with positive probability.