Propagation of uncertainty is a way of understanding how much a change in one thing affects the outcome of a system. For example, if you have a recipe for making a cake and you want to know how much a change in one of the ingredients could affect the outcome of the cake, propagation of uncertainty can help. The way it works is that it takes a look at all the ingredient measurements in the recipe and works out how much a change in one of those measurements would affect the overall outcome. This is helpful because it lets you know how careful you need to be when measuring out ingredients, so the finished cake comes out just the way you want it.