  Extracting parameter constraints from cosmological observations requires
accurate determination of the covariance matrix for use in the likelihood
function. We show here that uncertainties in the elements of the covariance
matrix propagate directly to increased uncertainties in cosmological
parameters. When the covariance matrix is determined by simulations, the
resulting variance of the each parameter increases by a factor of order
$1+N_b/N_s$ where $N_b$ is the number of bands in the measurement and $N_s$ is
the number of simulations.
