If C is the union of A and B, how do you calculate the standard deviation of population C if you know the standard deviations of A and B? What if A and B are of different sizes?

1 Answer
May 10, 2017

σ(C)=σ(A)+σ(B)

Explanation:

if C = A U B then you can conclude that it should be equivalent to ask what is σ(A+B)

according to expectation VAR(A+B)=VAR(A)+VAR(B) therefore σ(A+B)=VAR(A+B)=VAR(A)+VAR(B)

so. ..
σ(C)=σ(A)+σ(B)