  A common problem in analysis of experiments or in lattice QCD simulations is
fitting a parameterized model to the average over a number of samples of
correlated data values. If the number of samples is not infinite, estimates of
the variance of the parameters ("error bars") and of the goodness of fit are
affected. We illustrate these problems with numerical simulations, and
calculate approximate corrections to the variance of the parameters for
estimates made in the standard way from derivatives of the parameters'
probability distribution as well as from jackknife and bootstrap estimates.
