Sampling errors in nested sampling parameter estimation differ from those in
Bayesian evidence calculation, but have been little studied in the literature.
This paper provides the first explanation of the two main sources of sampling
errors in nested sampling parameter estimation, and presents a new diagrammatic
representation for the process. We find no current method can accurately
measure the parameter estimation errors of a single nested sampling run, and
propose a method for doing so using a new algorithm for dividing nested
sampling runs. We empirically verify our conclusions and the accuracy of our
new method