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Iosif Pinelis
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Let $a:=\alpha$.

If $a\ne0$, then $X$ and $Y$ are normal by the Darmois--Skitovich theorem.

If $a=0$ and the distribution of $X$ is nondegenerate, then $U=X+Y$ and $V=X$ cannot be independent.

If $a=0$ and the distribution of $X$ is degenerate, then $U=X+Y$ and $V=X$ are independent for any random variable $Y$.

Let $a:=\alpha$.

If $a\ne0$, then $X$ and $Y$ are normal by the Darmois--Skitovich theorem.

If $a=0$ and the distribution of $X$ is nondegenerate, then $U=X+Y$ and $V=X$ cannot be independent.

Let $a:=\alpha$.

If $a\ne0$, then $X$ and $Y$ are normal by the Darmois--Skitovich theorem.

If $a=0$ and the distribution of $X$ is nondegenerate, then $U=X+Y$ and $V=X$ cannot be independent.

If $a=0$ and the distribution of $X$ is degenerate, then $U=X+Y$ and $V=X$ are independent for any random variable $Y$.

Source Link
Iosif Pinelis
  • 127.7k
  • 8
  • 107
  • 229

Let $a:=\alpha$.

If $a\ne0$, then $X$ and $Y$ are normal by the Darmois--Skitovich theorem.

If $a=0$ and the distribution of $X$ is nondegenerate, then $U=X+Y$ and $V=X$ cannot be independent.