<Dd> σ (c X) = c σ (X). (\ displaystyle \ sigma (cX) = c \ sigma (X). \,) </Dd> <P> The standard deviation of the sum of two random variables can be related to their individual standard deviations and the covariance between them: </P> <Dl> <Dd> σ (X + Y) = var ⁡ (X) + var ⁡ (Y) + 2 cov ⁡ (X, Y). (\ displaystyle \ sigma (X + Y) = (\ sqrt (\ operatorname (var) (X) + \ operatorname (var) (Y) + 2 \, \ operatorname (cov) (X, Y))). \,) </Dd> </Dl> <Dd> σ (X + Y) = var ⁡ (X) + var ⁡ (Y) + 2 cov ⁡ (X, Y). (\ displaystyle \ sigma (X + Y) = (\ sqrt (\ operatorname (var) (X) + \ operatorname (var) (Y) + 2 \, \ operatorname (cov) (X, Y))). \,) </Dd>

How to find 2 standard deviations from the mean