Question: Let A(X) = E(| X E(X) |), the expected value of the absolute value of the deviation of X, where X is a random

Let A(X) = E(| X − E(X) |), the expected value of the absolute value of the deviation of X, where X is a random variable. Prove or disprove that A(X + Y) = A(X) + A(Y) for all random variables X and Y.

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