Uncertainties due to imperfect knowledge of systematic effects: general considerations and approximate formulae

Starting from considerations about meaning and subsequent use of asymmetric uncertainty intervals of experimental results, we review the issue of uncertainty propagation. We show that, using a probabilistic approach (the so-called Bayesian approach), all sources of uncertainty can be included in a logically consistent way. Practical formulae for the first moments of the probability distribution are derived up to second-order approximations.Comment: 23 pages, 6 figures. This paper and related work are also available at http://www-zeus.roma1.infn.it/~agostini/prob+stat.htm