It is clear that our approximation of σ using the delta-method relies one two major assumptions: 1) the distribution of N is Gaussian; 2) F+ is regular enough (e.g. not too steep) around E. When m grows, E closes to the boundary of the definition range of F+ hence degrading assumption 2. Moreover, it is well known that Gaussian approximations for word frequencies become weaker when the expected numbers of their occurrences become smaller, thus degrading assumption 1. It is therefore obvious that our approximation of σ will get less and less reliable as m grows.