=+19. Example 2.4.6 shows that it is impossible to write a random variable U uniformly distributed on [−1, 1] as the difference of two i.i.d. random variables X and Y . It is also true that it is impossible to write U as the sum of two i.i.d. random variables X and Y . First of all it is clear that X and Y have support on [−1/2, 1/2]. Hence, they possess