In this lesson we learned about:

• The definition of a linear combination of random variables;
• Expressions of the population mean and variance of a linear combination and the covariance between two linear combinations;
• How to compute the sample mean of a linear combination from the sample means of the component variables;
• How to compute the sample variance of a linear combination from the sample variances and covariances of the component variables;
• How to compute the sample covariance and correlation between two linear combinations from the sample covariances of the component variables.