Atmospheric state analysis is a difficult scientific problem due to the chaotic nature of the atmosphere. Data assimilation is a framework for generating an accurate state analysis of a physical system using probability density functions (PDFs) describing uncertainty of information on the state of the physical system. However, since PDFs cannot be deduced theoretically, those used in data assimilation of atmospheric state analysis are based on empirical tunings. This PDF uncertainty limits the theoretical consistency and accuracy of atmospheric state analysis and that of all atmospheric sciences. In this study, we constructed a highly accurate and theoretically consistent atmospheric state analysis by objectively estimating the PDFs of all datasets (forecasts and observations) under the Gaussian approximation. We show that an ensemble of data assimilations with 192 members using the four-dimensional variational method and sample statistics obtained with the data assimilation theory (Desroziers’ method) can generate more accurate objective Gaussian PDFs, including flow-dependent forecast error structures. Numerical experiments of atmospheric state analysis and forecasts using objective PDFs were conducted and compared with those using conventional empirical PDFs. The objective PDFs had smaller error variances for most data (about 34% of those of CNTL on average) and larger observation error correlations for satellite radiances, where the strongest correlation was greater than 0.8. The analysed atmospheric states are systematically different, such as a cooler (exceeding 1.2 K) and wetter (exceeding 1.2 g/kg) low troposphere in regions characterized by low-level clouds off the west coast of the continents. The theoretical consistency evaluated by the chi-square-based tests showed a clear improvement from 16 to 95%. The forecast accuracy was improved globally up to 9%, with 95% statistical significance. The tropical cyclone track forecast accuracy was also improved about 20%.