I found some minor errors in the second part of the last entry. The corrections are given below.
The errors didn't affect the main result. The uncertainty in σ^2 is σ^2/n and there was an error in the sign of δθ which would account for some lack of confidence in what I had done. Notice that all the components of δCov' now have the units of length squared and that δθ is unitless.
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