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Re: TransformedDistribution -- odd problem

I also have a more complicated example where Mathematica will give the
mean of A and the mean of B, but when I ask for the mean of A+B
Mathematica just echoes the input. (Here A and B are complicated
functions of several random variables.) This strikes me as really odd,
since of course Mean(A+B)=Mean(A)+Mean(B).

What could be going on here? Under what circumstances does Mathematica
echo the input when asked to provide a Mean? Is there a setting I need
to change? I suspect this is a software issue rather than a
mathematical issue.

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