The numerical stochastic perturbation method based on Parisi-Wu quantisationis applied to a suite of simple models to test its validity at high orders.Large deviations from normal distribution for the basic estimators aresystematically found in all cases (``Pepe effect''). As a consequence oneshould be very careful in estimating statistical errors. We present someresults obtained on Weingarten's ``pathological'' model where reliable resultscan be obtained by an application of the bootstrap method. We also present someevidence that in the far less trivial application to Lattice Gauge Theory asimilar problem should not arise at moderately high loops (up toO(\alpha^{10}))
