Very often, we use data which are derived from some measurements. These measurements usually have a confidence measure associated which tells how reliable the measure is, or how confident we are about the measure. For example, we often see some confidence intervals associated with various polls.
I was wondering if there is a theory or algebra about combining multiple measurements and the resulting confidence measure of the aggregate. For example, if I measure X$X$ with a confidence interval +-x%$\pm x\%$, Y$Y$ with confidence interval +-y%$\pm y\%$, what can I say about the confidence interval of X+Y$X+Y$? Similarly, what can we say about the confidence intervals for other operators?
Is there an algebra for this?