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