We present parton distribution functions which include a quantitative estimate of its uncertainties. The parton distribution functions are optimized with respect to deep inelastic proton data, expressing the uncertainties as a density measure over the functional space of parton distribution functions. This leads to a convenient method of propagating the parton distribution function uncertainties to new observables, now expressing the uncertainty as a density in the prediction of the observable. New measurements can easily be included in the optimized sets as added weight functions to the density measure. Using the optimized method nowhere in the analysis compromises have to be made with regard to the treatment of the uncertainties.