We show how to account for correlations between theoretical uncertainties incorporated in parton distribution function (PDF) fits, and the theoretical uncertainties in the predictions made using these PDFs. We demonstrate by explicit calculations, both analytical and numerical, that these correlations can lead to corrections to the central values of the predictions, and reductions in both the PDF uncertainties and the theoretical uncertainties in the prediction. We illustrate our results with predictions for top production rapidity distributions and the Higgs total cross-section at the LHC, using the NLO NNPDF3.1 PDF set which incorporates missing higher order uncertainties. We conclude that the inclusion of correlations can increase both the accuracy and precision of predictions involving PDFs, particularly for processes with data already included in the PDF fit.
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