I present an analytic method for estimating the errors in fitting a distribution. A well-known theorem from statistics gives the minimum variance bound (MVB) for the uncertainty in estimating a set of parameters λi, when a distribution function F (z;λ1...λm) is fit to N observations of the quantity(ies) z. For example, a power-law distribution (of two parameters A and Λ) is F (z;A,Λ) = Az. I pr...