  Surveys with a narrow field-of-view can play an important role in probing
cosmology, but inferences from these surveys suffer from large sample variance,
arising from random fluctuations around the cosmic mean. The standard method
for computing the sample variance is based on two key approximations: treating
perturbations linearly and the survey geometry as a box. We demonstrate that it
can lead to a significant underestimate of the sample variance in narrow
surveys. We present a new method for accurately computing the sample variance
and apply our method to the recent observations of the warm-hot intergalactic
medium (WHIM) based on spectroscopic measurements of blazars. We find that the
sample variances in these surveys are significantly larger than the quoted
measurement errors; for example, the cosmic mean baryon density contained in
the WHIM could be lower by $54\%$ at $1\text{-}\sigma$ fluctuation than
estimated in one observation. Accurately quantifying the sample variance is
essential in deriving correct interpretations of the measurements in surveys
with a small field-of-view.
