Let $\{B_j\}_{j=1}^k$ be a sequence of Brownian bridges.  


Let us consider $$X(t)=\sum_{j=1}^m w_j(t)B_j(t),$$ where $w_j$ are positive weight functions. 

Then what can we say about (distribution or may be mean and variance) $X(t)$?? 

Clearly, $X(t)$ may not be a Brownian bridge as any standardized version of $X(t)$ has has its covariance function of the form
$$\mathrm{cov}(X(t),X(t'))=\frac{(\min(t,t')-tt')\sum_{j=1}^m w_j(t)w_j(t')}{\sqrt{\sum_{j=1}^m w^2_j(t)\sum_{j=1}^m w^2_j(t')}}$$
which cannot be written as only as $\min(t,t')-tt'$. This tells us that we cannot standardise $X(t)$ to have a Brownian bridge.