The impact of non-Gaussianity on the error covariance for observations
  of the Epoch of Reionization 21-cm power spectrum
  Recent simulations show the Epoch of Reionization (EoR) 21-cm signal to be
inherently non-Gaussian whereby the error covariance matrix $\mathbf{C}_{ij}$
of the 21-cm power spectrum (PS) contains a trispectrum contribution that would
be absent if the signal were Gaussian. Using the binned power spectrum and
trispectrum from simulations, here we present a methodology for incorporating
these with the baseline distribution and system noise to make error predictions
for observations with any radio-interferometric array. Here we consider the
upcoming SKA-Low. Non-Gaussianity enhances the errors introducing a positive
deviation $\Delta$ relative to the Gaussian predictions. $\Delta$ increases
with observation time $t_{\rm obs}$ and saturates as the errors approach the
cosmic variance. Considering $t_{\rm obs}=1024$ hours where a $5 \sigma$
detection is possible at all redshifts $7 \le z \le 13$, in the absence of
foregrounds we find that the deviations are important at small $k$ where we
have $\Delta \sim 40-100 \%$ at $k~\sim 0.04 ~{\rm Mpc}^{-1}$ for some of the
redshifts and also at intermediate $k \, (\sim 0.4 ~{\rm Mpc}^{-1})$ where we
have $\Delta \sim 200 \%$ at $z=7$. Non-Gaussianity also introduces
correlations between the errors in different $k$ bins, and we find both
correlations and anticorrelations with the correlation coefficient value
spanning $-0.4 \le r_{ij} \le 0.8$. Incorporating the foreground wedge,
$\Delta$ continues to be important ($> 50\%$) at $z=7$. We conclude that
non-Gaussianity makes a significant contribution to the errors and this is
important in the context of the future instruments that aim to achieve
high-sensitivity measurements of the EoR 21-cm PS.
