Consider a quantity of interest, x, that depends on the variables a, b, and c so that

x = f (a, b, c)

Using the chain rule, an infinitesimal change in x, denoted dx, can be written as
∂f ∂f ∂f
dx = da + db + dc
∂a ∂b ∂c
We now square both sides
 2
2 ∂f ∂f ∂f
(dx) = da + db + dc
∂a ∂b ∂c
 2  2  2
2 ∂f 2 ∂f 2 ∂f
(dx) = (da) + (db) + (dc)2 + cross terms
∂a ∂b ∂c
Generally, the cross terms do not vanish. It is possible for the variables a, b, and c to be
dependent on one another and thus the cross terms are not negligible. However, in the case
that they ARE independent of one another, the cross terms vanish and we get
 2  2  2
2 ∂f 2 ∂f 2 ∂f
(dx) = (da) + (db) + (dc)2
∂a ∂b ∂c

This is also decent for an approximate value for (dx)2 . We now must account for multiple
measurements of the quantity x. To apply this, denote x → xi , where the index i runs over
data set of x. This will apply to the variables as well to get
 2  2  2
2 ∂f 2 ∂f 2 ∂f
(dxi ) = (dai ) + (dbi ) + (dci )2
∂a ∂b ∂c

The next step is to incorporate a common statistical value, namely, the variance σ 2 and
the standard deviation σ. To do so we must now sum over all values of our data
N  2 X N  2 X N  2 X N
X
2 ∂f 2 ∂f 2 ∂f
(dxi ) = (dai ) + (dbi ) + (dci )2
i=1
∂a i=1
∂b i=1
∂c i=1

where N is the number of data points. Dividing everything by N − 1

 2 P  2 P  2 P
(dxi )2 (dai )2 (dbi )2 (dci )2
P
∂f ∂f ∂f
= + +
N −1 ∂a N −1 ∂b N −1 ∂c N −1

We now note that the differentials can be defined more concretely as dx ≡ xi − x̄, where
x̄ is the mean value of x. Substituting this into each differential
 2 P  2 P  2 P
(xi − x̄)2 (ai − ā)2 (bi − b̄)2 (ci − c̄)2
P
∂f ∂f ∂f
= + +
N −1 ∂a N −1 ∂b N −1 ∂c N −1

1
 However, by definition of the variance

(xi − x̄)2
P
σx2 =
N −1
which cleans up the equation in terms of the variances
 2  2  2
2 ∂f 2 ∂f 2 ∂f
σx = σa + σb + σc2
∂a ∂b ∂c

and thus
s 2  2  2
∂f ∂f ∂f
σx = σa2 + σb2 + σc2
∂a ∂b ∂c

It is common to denote the standard deviation σ as , which bears resemblance to an ‘e’

for ‘error’, hence
s 
2  2  2
∂f 2
∂f 2
∂f
(x) = (a) + (b) + (c)2
∂a ∂b ∂c

where (q) denotes the error value of q.