Main Question or Discussion Point
I have several measurements taken over a time series. Each data point has a standard error value. I need to sum up the data points, and determine the error associated with that sum. The error values across the time series are non-normal, so I'm assuming that I can't use the usual error propagation rules (i.e., SE_total = √(SE1^2 + SE2^2 +....) ). A log-transform of the errors shows that the errors are log-normal though. I'm not sure how to approach this. Is there a way to sum log-normal errors?