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Square each standard deviation individually to get each variance. Add the variances, divide by the number of variances and then take the square root of that sum.

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No, independent linear variables work like this:

If X and Y are any two random variables, then mX+Y = mX + mY
If X and Y are independent random variables, then s2X+Y = s2X + s2Y

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Q: How to add standard deviations?
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