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5 References. ) The sum of the areas of these Mean and Variance of an Average 5-7 LINEAR COMBINATIONS OF RANDOM VARIABLES 183 If X 1X1 X2 p Xp2p with E(Xi) for i 1, 2, pp E1X 2 if X1, X2, pXp are also independent with V(Xi) 2 for i 1, 2, pp, 2 (5-40a) (5-40b) V1X 2 p The conclusion for V1X 2 is obtained as follows.
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