  We study the statistical properties of the combined emission of a population
of discrete sources (e.g. X-ray emission of a galaxy due to its X-ray binaries
population). Namely, we consider the dependence of their total luminosity
L_tot=SUM(L_k) and of fractional rms_tot of their variability on the number of
sources N or, equivalently, on the normalization of the luminosity function. We
show that due to small number statistics a regime exists, in which L_tot grows
non-linearly with N, in an apparent contradiction with the seemingly obvious
prediction <L_tot>=integral(dN/dL*L*dL) ~ N. In this non-linear regime, the
rms_tot decreases with N significantly more slowly than expected from the rms ~
1/sqrt(N) averaging law. For example, for a power law luminosity function with
a slope of a=3/2, in the non-linear regime, L_tot ~ N^2 and the rms_tot does
not depend at all on the number of sources N. Only in the limit of N>>1 do
these quantities behave as intuitively expected, L_tot ~ N and rms_tot ~
1/sqrt(N). We give exact solutions and derive convenient analytical
approximations for L_tot and rms_tot.
  Using the total X-ray luminosity of a galaxy due to its X-ray binary
population as an example, we show that the Lx-SFR and Lx-M* relations predicted
from the respective ``universal'' luminosity functions of high and low mass
X-ray binaries are in a good agreement with observations. Although caused by
small number statistics the non-linear regime in these examples extends as far
as SFR<4-5 Msun/yr and log(M*/Msun)<10.0-10.5, respectively.
