Yield's uncertainties for fitted pdf components in sub-ranges

Little follow up, I realized now that what I said here is not completely correct:

You propagated the uncertainty from the pdf parameters, but missed to propagate the uncertainty from the normalizations, and add them in quadrature.

I had to think about the problem again because of this new forum post, and I actually you can’t just add the uncertainties in quadrature in general, as there might be fit parameters that are correlated with the yield parameters. The correct solution that would also take this correlation into account would be creating a new RooProduct that multiplies the sub-range integral with the yield, and then use RooAbsReal::getPropagatedError() to correctly propagate the uncertainties. For an example, take a look at the new forum post that is linked at the beginning of the paragraph.