Linear Combinations of Random Variables
Definition 1
Let $X_{1} , \cdots , X_{n}$ be given as a random variable. For some $(a_{1}, \cdots , a_{n}) \in \mathbb{R}^{n}$, $\displaystyle T := \sum_{i=1}^{n} a_{i} X_{i}$ is referred to as Linear Combinations.
Hogg et al. (2013). Introduction to Mathematical Statistcs(7th Edition): p136. ↩︎