Offset of the central value x₀ from the “true” value x_0, true obtained through convolution of 10⁵ random realizations of lognormal, loglogistic, Fréchet, and Weibull distribution, in the case of the “usual”, but wrong, method of adding errors in quadrature (left), and a piecewise linear error propagation (right), as a function of the skewness of the two addends. Here, offset is defined as (x₀ − x_0, true)/x_0, true. The former method is off by a large fraction for relatively small skewnesses, whereas the latter method is correct on the < 1% level even out to skewnesses of 8–9.