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curvefit Q

I notice that Curvefit can return a variable, 'sigma'.  I'm not quite
clear on what this is, the help page says it's the standard deviation for
each of the fit parameters, fine, but one might more commonly come across
a standard deviation as in the standard deviation of a mean of some
values.  It probably doesn't make much sense to me since there's no mean
being done here, just a non-linear least squares fit.  Is there anyway of
translating these standard deviations into an error so you can quote:

parameter_value +/- error?