The publication of freely available and machine-readable information has increased significantly in the last years. Especially the Linked Data initiative has been receiving a lot of attention. Linked Data is based on the Resource Description Framework (RDF) and anybody can simply publish their data in RDF and link it to other datasets. The structure is similar to the World Wide Web where individual HTML documents are connected with links. Linked Data entities are identified by URIs which are dereferenceable to retrieve information describing the entity. Additionally, so called SPARQL endpoints can be used to access the data with an algebraic query language (SPARQL) similar to SQL. By integrating multiple SPARQL endpoints it is possible to create a federation of distributed RDF data sources which acts like one big data store. In contrast to the federation of classical relational database systems there are some differences for federated RDF data. RDF stores are accessed either via SPARQL endpoints or by resolving URIs. There is no coordination between RDF data sources and machine-readable meta data about a source- data is commonly limited or not available at all. Moreover, there is no common directory which can be used to discover RDF data sources or ask for sources which offer specific data. The federation of distributed and linked RDF data sources has to deal with various challenges. In order to distribute queries automatically, suitable data sources have to be selected based on query details and information that is available about the data sources. Furthermore, the minimization of query execution time requires optimization techniques that take into account the execution cost for query operators and the network communication overhead for contacting individual data sources. In this thesis, solutions for these problems are discussed. Moreover, SPLENDID is presented, a new federation infrastructure for distributed RDF data sources which uses optimization techniques based on statistical information.