Ans: Given: The mean and standard deviation of a set of\[{n_1}\]observations are \[\overline {{x_1}} \]and \[{s_1}\], respectively.The mean and standard deviation of another set of \[{n_2}\] observation are \[\overline {{x_2}} \] and \[{s_2}\] respectively.
${\text{For the first and second set,}}$
$\overline {{x_1}} = \dfrac{1}{{{n_1}}}\sum\limits_{i = 1}^n {{x_i}} ,\overline {{x_2}} = \dfrac{1}{{{n_2}}}\sum\limits_{j = 1}^n {{y_j}} $
${\text{Mean of the combines series,}}$
$\overline x = \dfrac{1}{{{n_1} + {n_2}}}\left[ {\sum\limits_{i = 1}^n {{x_i}} + \sum\limits_{j = 1}^n {{y_j}} } \right] = \dfrac{{{n_1}\overline {{x_1}} + {n_2}\overline {{x_2}} }}{{{n_1} + {n_2}}} -------- (1)$
${\sigma _1}^2 = \dfrac{1}{{{n_1}}}\sum\limits_{i = 1}^n {{{({x_i} - \overline x )}^2}} ,{\sigma _2}^2 = \dfrac{1}{{{n_2}}}\sum\limits_{j = 1}^n {({y_j} - } \overline x {)^2}$
${\text{For the total set,}}$
${\sigma ^2} = {\sigma _1}^2 + {\sigma _2}^2 = \dfrac{1}{{{n_1} + {n_2}}}\left( {\sum\limits_{i = 1}^n {{{({x_i} - \overline x )}^2}} + \sum\limits_{j = 1}^n {({y_j} - } \overline x {)^2}} \right) -------- (2)$
$\sum\limits_{i = 1}^n {{{({x_i} - \overline x )}^2}} = \sum\limits_{i = 1}^n {{{({x_i} - \overline {{x_j}} )}^2} + {n_1}(} \overline {{x_j}} - \overline x {)^2} + 2(\overline {{x_j}} - \overline x )\sum\limits_{i = 1}^n {{{({x_i} - \overline {{x_j}} )}^2}} $
${\text{Since, }}\sum\limits_{i = 1}^n {{{({x_i} - \overline {{x_j}} )}^2}} = 0$
$\sum\limits_{i = 1}^n {{{({x_i} - \overline x )}^2}} = {n_1}{s_1}^2 + {n_1}{(\overline {{x_j}} - \overline x )^2} -------- (3)$
$\because {d_1} = \overline {{x_1}} - \overline x$
${\text{From (1),}}$
${d_1} = \overline {{x_1}} - \dfrac{{{n_1}\overline {{x_1}} + {n_2}\overline {{x_2}} }}{{{n_1} + {n_2}}} = \dfrac{{{n_1}\overline {{x_1}} + {n_2}\overline {{x_1}} - {n_1}\overline {{x_1}} - {n_2}\overline {{x_2}} }}{{{n_1} + {n_2}}} = \dfrac{{{n_2}(\overline {{x_1}} - \overline {{x_2}} )}}{{{n_1} + {n_2}}}$
${\text{Finally, }}\sum\limits_{i = 1}^n {{{({x_i} - \overline x )}^2}} = {n_1}{s_1}^2 + \dfrac{{{n_1}{n_2}{}^2{{(\overline {{x_1}} - \overline {{x_2}} )}^2}}}{{{{({n_1} + {n_2})}^2}}}$
${\text{Similarly,}}$
$\sum\limits_{j = 1}^n {({y_j} - } \overline x {)^2} = {n_2}{s_2}^2 + \dfrac{{{n_2}{n_1}^2{{(\overline {{x_2}} - \overline {{x_1}} )}^2}}}{{{{({n_1} + {n_2})}^2}}}$
$\therefore {\sigma ^2} = {\sigma _1}^2 + {\sigma _2}^2 = \dfrac{1}{{{n_1} + {n_2}}}\left( {\sum\limits_{i = 1}^n {{{({x_i} - \overline x )}^2}} + \sum\limits_{j = 1}^n {({y_j} - } \overline x {)^2}} \right)$
$= \dfrac{1}{{{n_1} + {n_2}}}\left( {{n_1}{s_1}^2 + \dfrac{{{n_1}{n_2}{}^2{{(\overline {{x_1}} - \overline {{x_2}} )}^2}}}{{{{({n_1} + {n_2})}^2}}} + {n_2}{s_2}^2 + \dfrac{{{n_2}{n_1}^2{{(\overline {{x_2}} - \overline {{x_1}} )}^2}}}{{{{({n_1} + {n_2})}^2}}}} \right)$
$= \dfrac{1}{{{n_1} + {n_2}}}\left( {{n_1}{s_1}^2 + {n_2}{s_2}^2 + \dfrac{{{n_1}{n_2}{}^2{{(\overline {{x_1}} - \overline {{x_2}} )}^2}}}{{{{({n_1} + {n_2})}^2}}} + \dfrac{{{n_2}{n_1}^2{{(\overline {{x_1}} - \overline {{x_2}} )}^2}}}{{{{({n_1} + {n_2})}^2}}}} \right)$
\[ = \dfrac{1}{{{n_1} + {n_2}}}\left( {{n_1}{s_1}^2 + {n_2}{s_2}^2 + \dfrac{{{n_1}{n_2}{{(\overline {{x_1}} - \overline {{x_2}} )}^2}}}{{{{({n_1} + {n_2})}^2}}}({n_2} + {n_1})} \right)\]
\[{\text{Hence, }}{\sigma}^{2} = \dfrac{{{n_1}{s_1}^2 + {n_2}{s_2}^2}}{{{n_1} + {n_2}}} + \dfrac{{{n_1}{n_2}{{(\overline {{x_1}} - \overline {{x_2}} )}^2}}}{{{{({n_1} + {n_2})}^2}}}\]