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The issue is not covariance. And, if you were trying to use my example, you got the numbers and the operation wrong.

There's lots ways to measure uncertainty, but based on this quote "What this means is that the actual length of the pencil could be anywhere between 15.1+0.05cm (15.15cm) and 15.1-0.05cm (15.05cm)." from your page, I infer you're doing interval arithmetic. However, the calculator isn't calculating any measurement of uncertainty correctly. (The mathematics behind multiplying and dividing normally-distributed variables is nuanced and not close to as easy as the addition and subtraction cases.)

I recommend at least reading the Wikipedia article on interval arithmetic: http://en.wikipedia.org/wiki/Interval_arithmetic