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We determine the uncertainties on observables arising from the errors on theexperimental data that are fitted in the global MRST2001 parton analysis. Bydiagonalizing the error matrix we produce sets of partons suitable for usewithin the framework of linear propagation of errors, which is the mostconvenient method for calculating the uncertainties. Despite the potentiallimitations of this approach we find that it can be made to work well inpractice. This is confirmed by our alternative approach of using the morerigorous Lagrange multiplier method to determine the errors on physicalquantities directly. As particular examples we determine the uncertainties onthe predictions of the charged-current deep-inelastic structure functions, onthe cross-sections for W production and for Higgs boson production viagluon--gluon fusion at the Tevatron and the LHC, on the ratio of W-minus toW-plus production at the LHC and on the moments of the non-singlet quarkdistributions. We discuss the corresponding uncertainties on the partondistributions in the relevant x,Q^2 domains. Finally, we briefly look atuncertainties related to the fit procedure, stressing their importance andusing sigma_W, sigma_H and extractions of alpha_S(M_Z^2) as examples. As aby-product of this last point we present a slightly updated set of partondistributions, MRST2002.

Uncertainties of predictions from parton distributions I: Experimental errors