Error estimation in the histogram Monte Carlo method

We examine the sources of error in the histogram reweighting method Tor Mon te Carlo data analysis. We demonstrate that, in addition to the standard st atistical error which has been studied elsewhere, there are two other sourc es of error. one arising through correlations in the reweighted samples. an d one arising from the finite range of energies sampled by a simulation of finite length. We demonstrate that while the former correction is usually n egligible by comparison with statistical fluctuations. the latter may not b e, and give criteria for judging the range of validity of histogram extrapo lations based on the size of this latter correction.