The non-Gaussian nature of the epoch of reionization (EoR) 21-cm signal has a significant
impact on the error variance of its power spectrum P(k). We have used a large ensemble
of seminumerical simulations and an analytical model to estimate the effect of this nonGaussianity
on the entire error-covariance matrix Cij. Our analytical model shows that Cij
has contributions from two sources. One is the usual variance for a Gaussian random field
which scales inversely of the number of modes that goes into the estimation of P(k). The
other is the trispectrum of the signal. Using the simulated 21-cm Signal Ensemble, an ensemble
of the Randomized Signal and Ensembles of Gaussian Random Ensembles we have
quantified the effect of the trispectrum on the error variance Cii. We find that its relative
contribution is comparable to or larger than that of the Gaussian term for the k range 0.3 ≤ k
≤ 1.0 Mpc−1, and can be even ∼200 times larger at k ∼ 5 Mpc−1. We also establish that the
off-diagonal terms of Cij have statistically significant non-zero values which arise purely from
the trispectrum. This further signifies that the error in different k modes are not independent.
We find a strong correlation between the errors at large k values (≥0.5 Mpc−1), and a weak
correlation between the smallest and largest k values. There is also a small anticorrelation
between the errors in the smallest and intermediate k values. These results are relevant for the
k range that will be probed by the current and upcoming EoR 21-cm experiments.