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by evanb 718 days ago
It's possible to use gaussian variables and use gaussian error propagation, for an implementation see https://gvar.readthedocs.io/en/latest/ which is critical for the lsqfit library https://lsqfit.readthedocs.io/en/latest/

In gvar everything by default is normally distributed, but you can add_distribution, log-normal is provided, for example. You can also specify the covariance matrix between a set of values, which will be correctly propagated.