I know that if there are $n$ functions $M_1, M_2, \cdots, M_n$ computed on disjoint subsets of the private database whose privacy guarantees are $\epsilon_1, \cdots ,\epsilon_n$ differential privacy, respectively, then any function $g$ of them: $g(M_1, \dots,M_n)$ is $$(\max_i \epsilon_i)$$differentially private.
This is known as the Parallel Composition Theorem.
My question is: does this Parellel Composition Theorem extend to $(\epsilon, \delta)$ differential privacy? In other words, is the following statement true?:
If there are $n$ functions $M_1, M_2, \cdots, M_n$ computed on disjoint subsets of the private database whose privacy guarantees are $(\epsilon_1, \delta_1), \cdots ,(\epsilon_n, \delta_n)$ differential privacy, respectively, then any function $g$ of them: $g(M_1, \dots,M_n)$ is $$(\max_i \epsilon_i, \max_i \delta_i)$$differentially private.
If this statement is NOT true, then what bounds are there are on the privacy of the composition function $g$.