CRGreathouse said:Roman already gave that implicitly -- he mentioned that the distributions are normal.
First, standardize the scores (setting mean=0 and stdev = 1):
(A-G)/M
(B-H)/N
(C-I)/O
If you have only one score, you're done -- just use it, or convert backward into the other forms. If you have two or three you can combine them into a weighted average. Say you have standardized score 2.1 on the GRE, -0.2 on the SAT, and 1.3 on an IQ test. If you think the SAT is about as meaningful as the GRE, and they're worth as much combined as the IQ test, calculate weighted average = 2.1 * 1/4 + -0.2 * 1/4 + 1.3 * 1/2. This can be converted back into any form desired, for example D&D Int scores (with mean 10.5 and stdev around 2).
This process is only difficult when you have different distributions.
Good idea on standardizing the distributions.
I still remember how to sum normal distributions (add the means to get the combined mean and add the variances to get the combined variance from which you can calculate the combined standard deviation). The problem is that it only works for independent normal distributions, yet my normal are not fully independent - they are positively correlated (and I have included the correlations for your perusal). I am not sure how to deal with the correlations in a mathematically correct way - I have tried adding the means normally choosing one of the distributions as a base thus leaving its variance intact, but multiplying the variance of the second distribution by 1 minus correlation with the base distribution and multiplying the variance of the third distribution by 1 minus correlation with the base distribution and then 1 - correlation with the second distribution.
Unfortunately, I have strong doubts about the statistical validity of my procedure - it was more of an intuitive way to deal with it - I don't know if it is possible. Furthermore, the results may differ based on which distribution is chosen as the base. Hence my coming here and asking for help on combining the three correlated normal distributions.