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Linear Combinations of Random Variables 📂Mathematical Statistics

Linear Combinations of Random Variables

Definition 1

Let X1,,XnX_{1} , \cdots , X_{n} be given as a random variable. For some (a1,,an)Rn(a_{1}, \cdots , a_{n}) \in \mathbb{R}^{n}, T:=i=1naiXi\displaystyle T := \sum_{i=1}^{n} a_{i} X_{i} is referred to as Linear Combinations.


  1. Hogg et al. (2013). Introduction to Mathematical Statistcs(7th Edition): p136. ↩︎