The existence of a real linear space structure on the set of observables of a quantum system—i.e., the requirement that the linear combination of two generally non-commuting observables A, B is an observable as well—is a fundamental postulate of the quantum theory yet before introducing any structure of algebra. However, it is by no means clear how to choose the measuring instrument of a general observable of the form $$aA+bB$$
a
A
+
b
B
($$a,b\in {{\mathbb {R}}}$$
a
,
b
∈
R
) if such measuring instruments are given for the addends observables A and B when they are incompatible observables. A mathematical version of this dilemma is how to construct the spectral measure of $$f(aA+bB)$$
f
(
a
A
+
b
B
)
out of the spectral measures of A and B. We present such a construction with a formula which is valid for general unbounded self-adjoint operators A and B, whose spectral measures may not commute, and a wide class of functions $$f: {{\mathbb {R}}}\rightarrow {{\mathbb {C}}}$$
f
:
R
→
C
. In the bounded case, we prove that the Jordan product of A and B (and suitably symmetrized polynomials of A and B) can be constructed with the same procedure out of the spectral measures of A and B. The formula turns out to have an interesting operational interpretation and, in particular cases, a nice interplay with the theory of Feynman path integration and the Feynman–Kac formula.