It's possible to use gaussian variables and use gaussian error propagation, for an implementation see https://gvar.readthedocs.io/en/latest/ https://gvar.readth

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