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Which of these is true for the normal distributions?

Which of these is true for the normal distributions? Correct Answer \(μ_y = a_1 μ_1 + a_2 μ_2 +⋯+ a_n μ_n\)

From property, for any normal distribution which has, \(y = a_1^2 x_1 + a_2^2 x_2 +⋯+ a_n^2 x_n\) We have, \(μ_y = a_1 μ_1 + a_2 μ_2 +⋯+ a_n μ_n\)

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