I don't understand , here $X$ is data like for ex. height in a class :
$X_1=186cm$
$X_2=186.9cm$
$X_3=188cm$
and so on ... or they are independent random vars like one var for height other for weight and so on ?
The first step is confusing for me , please explain the following :
The variance of $T=(X_1+X_2+X_3 + ... X_n)$ is $n\sigma^2$
Why ?