... Sometime early this year, Jeremy Drake asked this innocuous sounding question in the context of determining the bounds on the amplitude of an absorption line: Is the 3sigma error bar the same length as 3 times the 1sigma error bar? In other words, if he measured the 99.7% confidence range for his model parameter, would it always be thrice as large as the nominal 1sigma confidence range? ... That о‡^2 function does not explain the error of the parameter estimator unless the model is linear. ...