==Linear Combinations (IID)== are a weighted sum of identically distributed, independent random variables. $Y = \sum_{i=1}^{n} a_i X_i$ $E[Y] = \left(\sum_{i=1}^{n} a_i\right) \mu$ $\text{Var}(Y) = \left(\sum_{i=1}^{n} a_i^2\right) \sigma^2$