numerical moun Theorem 6.1. Let n X = (1X1+02X2+ ... . anXn = Cox, (6.19) 1=1 be the weighted sum of random variables X1, X2 . . . Xn over some probability space where a for i = 1, 2, . .., n, are real constants. Then n EX = Can M= EXily (6.20) n Var [X] (6.21) 1=1 where oi = Var (Xi), on = Cov(Xi, Xj), i f j